Think about being outdoors on a cold morning with a clear sky. Whilst you're standing in the sunshine you can feel the radiation heat from it. If you go into the shade you immediately feel colder even though the air temperature is the same. Being in space would be like that; in fact spacemen wear special suits because the radiation from the sun is not filtered out...
Heat is really just light that is in the Infrared portion of the electromagnetic spectrum.
Visible light is just a tiny part of the whole electromagnetic spectrum
see here
http://www2.lbl.gov/images/MicroWorlds/EMSpec.gif
Sunlight takes about 500 seconds to reach Earth from the Sun but (at nearly one billion feet per second) just microseconds to travel from a cloud to the ground.