Most European systems have a "boiler" (furnace) that heats water, and that in turn is circulated to radiators where needed.
Usually just two 15mm (1/2", before metrification) pipes to the radiators, rather than large air ducts.
This is like mine; the external connections are a gas pipe, two water pipes, a control cable and a small condensate drain pipe, plus a 4" coaxial "flue" for air inlet and exhaust:
This is a typical style radiator, though there are many different shapes and sizes:
Some places have underfloor heat instead of radiators, either an array of pipe set in the flooring or electrically heated film under the covering.