Conduction is contact transfer of heat between two objects or through an object
Put a penny on the griddle, it gets hot from contact. Heat the end of a copper wire. The heat travels down the wire. This too is conduction. Copper is a good conductor, both thermal and electrical. It works in the similar fashion.
Convection. Hot air rises because it has lower density. The heat rises in a room, making the ceiling hotter than the floor.
Induction is the process where energy is transfered via magnetic fields which alternate. In alternating, these magnetic/radio fields induce electric currents in conductors. The conductors will get warm from electrical resistance.
Putting a CD in the microwave will induce currents in the aluminzation. These currents are more than the aluminum can handle and it will arc and spark until the surface is broken up to where no more induction is possible.