Conduction:

Metals are such good conductors of heat because like other objects the molecules or atoms get faster and bump around. Then bump into the neighboring atoms or molecules so they begin to speed up too. But along with the atoms there are bare nucleus. When the atoms begin to move faster so do the bare nucleus, whenever they hit an atom it begins to move faster. Because of this the process of bumping and making the atoms quicker doubles in speed.

Convection:

Hot gas, like hot liquid rises. This is because of the principle of buoyancy. It is an everlasting process of the hot gas/ liquid at the bottom expands and becomes lighter. So it floats to the top and cools. When it cools, it becomes more dense and sinks back to the bottom. Then the bottom heats the hot gas/air and starts the process all over again.

Thermal Radiation:

Even though you don’t come in contact with a campfire, you can still feel it’s heat ( thermal energy. This is because they travel on energy waves from the campfire and to you. These waves rely on nothing to move them from one object to another. That is called thermal Radiation.

Connection to States of Matter:

They are all related to the states of matter. Both conduction and Convection relies on matter to help transfer thermal energy to one object to another. There is the state of gas, and liquid in Convection, that shows us how these two states can be similar and work in the same way. finally, thermal radiation doesn’t need matter to travel but still plays an important role as that is where the Thermal radiation comes from and goes to. As for the other two also!