What direction does thermal energy naturally flow?

Thermal energy flows from hotter objects to colder objects. This happens because on a microscopic scale, hot objects are the ones that move faster, and when a fast moving object collides with a slow moving object, kinetic energy is transferred from the faster object to the slower object. That takes us all the way back to the origin of physics, which is Isaac newton's defintion: force equals mass times acceleration. So when you exert force on an object, it accelerates.