Under the human skin there are sweat glands. The sweat comes out through the tiny pores and evaporates there by cooking the body.
Dogs, like several other mammals, do not have this system to cool their bodies. They have a different mechanism to cool themselves. When they feel hot, they hang their tongues out.
They pant and breathe in air through their nose and give out air through the mouth. When the mouth is open the saliva in it evaporates. This produces a cooking effect.
Do u know how the elephant cools itself? It keeps flapping its huge ears and thus gets rid of excess body heat.