Electricity is a form of energy, not an object that takes up space. When electricity passes through anything, even a copper wire, some of it is lost and appears in another form of energy that we call heat. You can use electricity to heat an electric iron. Some of the electricity is used up to make heat so that the iron gets hot.
You can say the same thing about light. Think of a sidewalk on a sunny day. Sunlight falling upon it is absorbed and changed into heat. So the sidewalk gets warmer.
You may think this is all a little bit tricky. We can say that electricity can be changed into heat. But we do not say that electricity gets hot.
(Thanks to Science Questions)