In a hot water heating system water flows through pipes from a boiler to radiators in various rooms. The water fills the radiator and then flows out the other end and back to the boiler to be reheated. However, air gets into the pipes and then into the radiators where it builds up. The air keeps water from filling the radiator and so the radiator does not heat up very well.
Most radiators have bleeder value on the outlet end of the radiator.
The value is usually square and set inside of a small opening on the end of the radiator. There should be a bleeder key some place in the home, perhaps hanging by the boiler. If you don't have one you should be able to purchase one from a hardware store or heating supply contractor. Fit the key on the valve and turn counter clockwise until you hear the hissing of air escaping. Have a pan or can handy to collect the water that will eventual follow the air.