Engines emit a tremendous amount of heat as a byproduct of normal operation. This comes from combustion and friction from your cylinders and pistons. These processes occur thousands of times per minute in a very small area of your engine. Without your cooling system, which includes your radiator, the engine would turn into a useless piece of metal in minutes.
To combat this, coolant circulates through your engine while it is running. Once this fluid heats up to a certain level, it flows through a series of valves and tubes to your radiator. Auto radiators are essentially curved pipes enclosed in thin metal fins. The principle underlying the design is to provide as much surface area as possible so that heat can escape from the system. As a result, your coolant leaves the radiator at a lower temperature than when it enters, making it ready to cool your engine again.
Look for the radiator in front of the car behind bars. Most radiators are large rectangular elements with a hose extending from each side. You should also see the cover mounted on top. Avoid serious burns by making sure your engine and radiator are cold and the car is turned off before using this part or removing the radiator cap.