Buying an apartment with gas heat but can't find the furnace? If you have a gas water heater it may be heating your bath water and the air in your new apartment.
A pump simply draws hot water through a heat exchanger when the thermostat tells it to, then returns it to the water heater. Since this is a relatively slow way to add heat to your living space it's good to turn up the thermostat on your water heater in the winter (but check it at a tap to make sure it's not scalding), keep the room thermostat up during the day while you're away, and make sure your filters are clean and cheap (not the pollen-catching kind).