If work is done ON the system, it gains energy. Convection, Conduction and Radiation. This involves the material moving, literally carrying the heat energy away. For example, you may have noticed that, on a hot day a road surface can appear to be shimmering. This is because heat energy is being transferred away from the road by air rising above it.
Conduction requires a solid material and a temperature difference across it.
Then you know about conduction of heat energy. Unlike convection and conduction, radiation of heat energy from a hot body to a cooler one can take place without any material in between. Also, the object that is giving up heat energy need not be touching the object being heated. Radiation of heat energy is how you warm yourself by standing next to a cozy woodstove. Radiation of heat energy from the sun is responsible for life on Earth.