Thermal conduction is the transfer of thermal (heat) energy through a substance without the substance moving itself.
Cooked Kebabs on barbecue = Conduction
Metals are good thermal conductors
Wood is a good thermal insulator.
In a hot part of a substance, particles have more kinetic energy. More energetic particles transfer some of their energy to neighbouring particles. They gain energy and then pass on the energy. Energy transfer goes on throughout the substance in all materials.
In metals, this happens more quickly because metals have free electrons.
Convection is the transfer of heat through fluids (liquids and gases) by the upward movement of warmer, less dense regions of fluid.