Air expands when heated and contracts when cooled. And while it does, its capacity to hold water changes accordingly. This is why you see dew on the grass in the evening or condensation on a glass of ice water in the summer. In those cases warm, humid air is cooled. As it cools, it loses its capacity to hold as much moisture and the water condenses onto the colder surface. In reverse, you see why the best way to evaporate water is by passing warm, dry air over it. In winter, your furnace heats the air in your house and, by doing so, lowers its relative humidity. That makes the air dry.