There's a thermostat near the block on one of the radiator hoses that opens and closes based on tempurature. When the engine's cold, it closes (but not all the way or your water pump would just churn) to let the engine warm up quickly and gradually opens as engine tempurature rises, allowing more coolant to flow and keeping the engine tempurature in check. Sometimes the thermostat and fail and remain shut all the time and your car will overheat.

You also don't want to run pure 100% coolant, you want a 50/50 water/coolant mix. The water is what absorbs the heat and has a boiling point of 212F degrees. The antifreeze/coolant allows the water to drop below 32F degrees without freezing (and expanding, bad stuff) and contains additives that keep the water from rusting your coolant system from the inside. Those additives wear out though, so you need to change your coolant at least every 2-3 years (I usually do it once every summer, it costs a few dollars). If you have pets, don't let them near antifreeze (or windshield washer fluid, basically the same stuff), it smells and tastes sweet, but even a small amount will kill them.