After a drive, especially a spirited or downhill one, your brakes can be hot enough to feel the heat radiating off the wheels. This is not a fault - it is exactly how brakes work. Here is why brakes get hot and when heat becomes a concern.
Braking turns motion into heat
A moving car has kinetic energy. Brakes slow the car by clamping pads against the rotors, and friction converts that motion energy into heat. All that energy has to go somewhere, and it becomes heat in the rotors and pads - so hot brakes are simply brakes doing their job.
Why rotors are designed to shed heat
Because braking makes so much heat, rotors are built to absorb and release it - vented rotors have internal vanes that pump air through, and slots help too; see slotted rotors. Good heat management keeps the brakes working repeatedly without overheating.
When heat becomes a problem
Too much heat causes brake fade - the temporary loss of stopping power when pads and fluid get too hot; see what is brake fade. Repeated overheating can also warp rotors or boil old fluid. A dragging caliper that makes ONE wheel abnormally hot is a fault, not normal braking heat.
Managing brake heat
Downshift on long descents instead of riding the brakes, let brakes cool between hard stops, and use fresh fluid with a high boiling point. Quality vented rotors and good pads with fresh hardware handle heat best.