Double-glazed windows consist of two glass panes with either dry air or a vacuum between them. A vacuum is better than dry air because, although air prevents heat transfer by conduction, a vacuum prevents heat transfer by conduction and convection. The glass panes must be thick because the thicker the glass and therefore the lower the thermal conductivity, the slower the rate of heat transfer by conduction through it will be.
Cavity wall insulation decreases the energy transfer through the outer walls of the house by filling the cavity - the space between the two brick walls that make up the outer wall of the house. The insulation is pumped into the gap. Insulator is better than the air it replace because it traps that air in small pockets that reduce heat transfer by conduction
Loft insulation, for example fibreglass, reduces the rate of heat transfer through the roof of the house. Fibreglass is a good insulator because the air between the fibres helps to reduce the rate of heat transfer by conduction. The more layers of insulation there are, the thicker it will be and therefore the lower the rate of energy transfer.