The electromagnetic spectrum includes all kinds of energy that can travel in waves, including light, heat, x-rays, radio waves, ultraviolet waves and microwaves. All of these kinds of waves contain a lot of energy. Also, they can all travel through deep space. That's why we can see sunlight from stars billions of light years away. The light from them radiates to us.
Conduction is another way that heat moves.
Once atoms or molecules are moving, they collide with other atoms or molecules, making them move too. These, then bump into other molecules and make them move, too. In this way, the heat is transferred through matter. Conduction is what makes the handle of a pot hot when only the bottom of the pot is touching the stove. The heat from the burner starts the molecules in contact with the burner start to move.