Waves are basically the transformation of energy from one point to another point ...
Sound waves carries sound energy and transfer it from the sender to receiver .
Light waves carries the light energy from the source to destination..
Thermal waves carries the heat or thermal energy from one point to another in the matter...
Now how Thermal waves are generated ?
When any object is heated from some time...(till it get hot) ..then electrons in the Lattice(basically the arrangement of electron) get excited and their K.E energy increase...and thus they start vibrating at their position...the collective vibration of electrons ...generate waves ...which is nothing but thermal wave ....
I hope you get cleared up from your doubt .....post comments what else you want to know about this ?
With regards
Yagya
askiitians_expert