Heat can be transferred by one of three processes

Conduction

heat transferred by particles colliding into one another, such as in a metal; not important in the Sun.

Convection

heat transferred by the circulation of a fluid (or gas), such as in a heating system at home; important near the surface of the Sun.

Radiation

heat transferred by the flow of electromagnetic radiation, like heat felt from the campfire; important from the core to the surface of the Sun.