Kinetic energy is associated with movement. The more kinetic energy you have, the faster and further you move, especially when you are a particle! Therefore, heat (which is a store of Thermal Energy) flows in a substance, because particles collide (bump onto each other) and transfer the Thermal energy to one another. Thermal energy changes to kinetic energy, which makes particles move even faster. The transfer of heat in this way is called conduction. In this way, all the particles in an object eventually reach Thermal Equilibrium, which means that all the particles are at the same temperature and so vibrating (moving) at the same speed.
Conduction is the relationship between heating and movement of the particles. Collisions occur when particles bump onto each other as they vibrate or move.
Particles in solids are closer to each other than particles in liquids and gases. Therefore, solids are better at conducting heat than liquids and gases.
When materials gain thermal energy (heat), they expand, because their particles have more kinetic energy to move further. When the temperature drops, materials contract.
In all the above-mentioned changes, it is important to remember that the mass of the material is conserved, i.e. no matter is added or taken away at any point. The changes take place within the existing number of particles.