The body loses it's heat by secreting sweat out through the pores of the skin, as the air or wind passes over the sweat the sweat and the skin is cooled. Some of the heat is then lost through this...
Evaporation When liquids change state to vapor they absorb heat, it's called "heat of vaporization". Put water on your arm then blow on it; it should feel colder when air is moving across the water....