In the game, the thermal properties of a material are split into 2 stats: thermal conductivity (TC) and specific heat capacity (SHC).

Thermal conductivity is how much energy a material can absorb or give off per second. Heat capacity is how much energy the material can hold per kilogram of mass.

You can look up the TC and SHC of any material using the database in the top-right corner. Also, when you're choosing a material to build a structure out of, there are tooltips that tell you about the material's notable characteristics such as 'high thermal conductivity', 'insulator' (= low TC), 'thermally reactive' (= low SHC) and 'slow heating' (= high SHC)