In metals, some of the electrons (often one per atom) are not stuck to individual atoms but flow freely among the atoms. Of course, that's why metals are such good conductors of electricity. Now if one end of a bar is hot, and the other is cold, the electrons on the hot end have a little more thermal energy- random jiggling- than the ones on the cold end. So as the electrons wander around, they carry energy from the hot end to the cold end, which is another way of saying they conduct heat.
Here, sodium is a metal which possesses an extra (valence) electron carries the heat around its body as it is a free electron, which enables sodium to conduct thermal energy.
Hope this help :)