Radiation is the transfer of heat electromagnetic waves. Radiation does not need matter to transfer heat. One example of radiation is when the sun sends heat to earth by electromagnetic waves.
Convection is the transfer of heat by the movement of fluid. An example of this would be boiling water in a pot. The hot water goes to the top, causing bubbles, and the colder water goes to the bottom,
Conduction is the transfer of heat between two substances that are in direct contact. An example of this is if a hand touches a spoon that has been inside of a pot with hot water in it. The hand feels the heat from the water in the pot, representing conduction.