A gas central heating furnace (boiler) that heats hot-water radiators in various rooms in your home. It works by burning natural gas, making a line or grid of hot gas jets that fire upward over water flowing through a network of pipes. As the water pumps through the pipes, it absorbs the heat energy and heats up. This arrangement is what we mean by a heat exchanger: the gas jets cool down and the water heats up.
A heat exchanger is a device that allows heat from a fluid (a liquid or a gas) to pass to a second fluid (another liquid or gas) without the two fluids having to mix together or come into direct contact.