The best way to think about this would be a pot on the stove boiling water. The heat that is emitted from the stove is radiation as it emits heat on the pot on it. The convection occurs in the pot, which is the heat being trapped in the water as the heat circulates through the water. The conduction is on the handle as the heat travels up the pot.
Conduction is heat transfer through molecular collision.
Convection is when heat travels though liquid or air and carries along thermal energy.
Radiation is when thermal heat radiates from a source as electromagnetic waves.