Basically, they heat up the material so that the material is more malleable and is easier to bend and work with. The reason the material becomes easier to work with when heat is added is a little more complicated. The molecules and atoms that make up whatever material the artist is working with are all held together with intermolecular and intramolecular forces, or chemical bonds. Heat is a form of energy, thermal energy, and when a substance is heated, it causes all the molecules in the substance to move around and work against their chemical bonds. The molecules thus become bonded more loosely, and aren't so stiff, which is what makes the material easier to work with.