Conduction involves transfer of energy and entropy between adjacent molecules, usually a slow process.
Convection involves movement of a heated fluid, such as air, usually a fairly rapid process.
Radiation refers to the transmission of energy as electromagnetic radiation from its emission at a heated surface to its absorption on another surface, a process requiring no medium to convey the energy. Transfer of heat, whether in heating a building or a kettle of water or in a natural condition such as a thunderstorm, usually involves all these processes.