On Earth we notice convection through breathing, conduction through heat and radiation through sunlight. But do we notice these in space? And if not, then why? Let’s make a few definitions.
Convection is the spread of molecules in a fluid. This can be imagined as a blob of blue ink in water. As the ink is placed in the water, it is spherical (ball shaped). But as time goes on the blue ink travels through the water, thus losing its sphericity.
Conduction is the transfer of heat from one substance to another by direct contact. For example, if you place a hot water bottle onto a blanket you will notice that after some time the blanket will feel warm.
Radiation is energy transmitted in the form of waves, and does not require a medium to travel through (in comparison to sound that does require a medium - see below). An example of this is light, which is an electromagnetic wave and travels at the speed of light (3*10^8 m/s in a vacuum).
So why is this important in space? Let’s think about how sound travels: molecule one vibrates and crashes into molecule two, which makes molecule two vibrate and crash into molecule three and so on. Note that it is these molecules that make up a medium. However, in space there are no molecules and this is why sound cannot travel in space.
Therefore, in space we do not have convection as there is no fluid (a fluid is a gas or liquid) for the particles to travel through. But we can have radiation (for example, light) and conduction (for example, if you touch a hot water bottle in space you will feel its warmth).