Your vehicles Heating system cycles the coolant from your engine through a radiator like storage tank inside your dash, where a fan or blower, pushes air through that follows tubing out your vents. It works just like the water passing through your radiator to cool the engine down.
There can be many different issues when dealing with a faulty heater, but they are typically pretty easy to diagnose from the symptoms.
A little harder to diagnose, but not terrible. Imagine if you have all the hot water in the right place's and flowing through your Heater Core fine, but the fan behind it does not turn on to push the air through the vents. This usually indicates the Blower Motor (fan) in the dash is faulty, a fuse, or wiring to the fan is faulty.
The fan is plugged into a resistor that increases power to the fan, as you increase the speed with the knob. If this resistor is bad you will tend to have no air blowing, or only air blowing on certain speeds. Replacement of the Blower Motor Resistor is needed if all other wiring and the control knob/unit are all tested OK.