aldol condensation means you have 2 x aldehydes plus a base (most cases OH-). the base will rip off an H on the C right next to the C=O aka alpha hydrogen. this one aldehyde now has a negative charge making it an "enol". now it acts like a nucliophile (with the - charge on the alpha carbon) and attacks the other aldehyde from before.
Main pt: the alpha carbon from one aldehyde connects to the 2nd aldehyde on the C=O via nucleophilic addition making a molecule that has an aldehyde and an alcohol one C away from each other...
(NOT nucleophilic sub, which would bounce off a leaving group. since there arent any LG's, substitution wont happen here...)
What heat does, and remember, heat needs to be added to make this this problem in particular to work, does dehydration (loss of H2O and form a DB. the DB forms from the C where the -OH was with the carbon next to it that has the LEAST number of H's)...