Instead of coal, oil or natural gas, Canadian nuclear reactors use natural uranium for fuel. But the uranium is not burned. Uranium atoms make heat by splitting. Technical term for this is fissioning.
Fission makes heat
When a neutron (a tiny sub-atomic particle that is one of the components of almost all atoms) strikes an atom of uranium, the uranium atom splits into two lighter atoms (which are called fission products) and releases heat at the same time. The fissioning process also releases from one to three more neutrons that can split other uranium atoms. This is the beginning of a "chain reaction" in which more and more uranium atoms are split, releasing more and more neutrons (and heat). In a nuclear reactor, the chain reaction is tightly controlled to produce only the amount of heat needed to generate a specific amount of electricity.
Heat makes steam
The fission process generates a huge amount of heat. In order to be useful, the heat has to be moved to boilers to make steam. In a CANDU® reactor, heavy water does this job. It is pumped constantly through the fuel channels in the reactor and takes the heat from the fuel bundles up to boilers above the reactor. In the boilers, the heated heavy water heats up ordinary water to make steam. This steam is piped out of the boilers and over to the turbine hall where it drives the huge turbines/generators that make the electricity we use.