When you heat up an object three things could possibly happen:
i) Increase in temperature of the object. Imagine heating up water, the temperature increases.
ii) Linear Expansion: The object could increase in length. For example if you heat up a steel rod, the length would increase as a result of linear expansion.
iii) Change of State: The object could change from solid state to liquid state or from liquid state to gaseous state, as the case may be. For example heating ice block to liquid water.