They can't make their own food like Green plants.
All animals, certain types of fungi, and non-photosynthesizing plants are heterotrophic.
Some fungi may be saprotrophic, meaning they will extracellularly secrete enzymes onto their food to be broken down into smaller, soluble molecules which can diffuse back into the fungus.
All heterotrophs (except blood and gut parasites) have to convert solid food into soluble compounds which are capable of being absorbed (digestion).
Then the soluble products of digestion for the organism are being broken down for the release of energy (respiration).