Conduction will transfer heat energy from room to room through walls, your floor, your roof and even your windows.
The easiest method to prevent this is to fit carpets, draught excluders, and curtains. You can even have reflective foil in the walls to reduce lost heat energy.
Double glazing can also reduce heat loss. This is as there is a vacuum between the two panes of glass in your window. The vacuum prevents both convection and conduction. Convection is minimised in this case because there is little space for it to move. Air is not a good conductor so less heat energy will be lost.