Windows lose and gain heat by conduction, convection, radiation and air leakage. Windows lose heat in four ways. The rate at which a window loses heat through the combination of the four is called its U-value. Conduction is the movement of heat through a solid material. Touch a hot skillet, and you feel heat conducted from the stove through the pan.
Heat flows through a window much the same way.
With a less conductive material, you impede heat flow. Thermally resistant edge spacers and window frames reduce conduction, too. Convection is another way heat moves through windows. In a cold climate, heated indoor air rubs against the interior surface of window glass. The air cools, becomes more dense and drops toward the floor.