The primary way liquids and gases transmit heat is by the process of convection.
Convection is the name for a means of heat transfer, as distinguished from conduction and radiation. It is also a term that describes processes affecting the atmosphere, waters, and solid earth.
In liquids and gases, convection is usually the most efficient way to transfer heat. Convection occurs when warmer areas of a liquid or gas rise to cooler areas in the liquid or gas. As this happens, cooler liquid or gas takes the place of the warmer areas which have risen higher.
This cycle results in a continous circulation pattern and heat is transfered to cooler areas. You see convection when you boil water in a pan. The bubbles of water that rise are the hotter parts of the water rising to the cooler area of water at the top of the pan.
You have probably heard the expression "Hot air rises and cool air falls to take its place" - this is a description of convection in our atmosphere. Heat energy is transfered by the circulation of the air.
To learn more, refer to links below:
coolcosmos.ipac.caltech.edu
www.bbc.co.uk - GSCE Bitesize
www.scienceclarified.com