You may have heard the advice that if you car is overheating, open all the windows and run the heater with the fan going at full blast. This is because the heating system is actually a secondary cooling system that mirrors the main cooling system on your car.
The heater core, which is located in the dashboard of your car, is really a small radiator. The heater fan blows air through the heater core and into the passenger compartment of your car.
The heater core draws its hot coolant from the cylinder head and returns it to the pump -- so the heater works regardless of whether the thermostat is open or closed.
For more information on car cooling systems and related topics, check out the links below.