Ok I'm no mechanic but no the air heating is not electric. It is all part of the plumbing of the car. A combustion engine produces a huge amount of heat hence the need for the cooling system. Because there is so much extra heat it makes no sense for 'new' heat to be generated electricly. The heat actually comes from the heater core, a small radiator with a fan behind it. The heater core is heated with coolant from the cars cooling system. This system is seperate to but related to the main cooling system (ie the coolant is the same). Therefore no heat in your car is often a sign of serious problems. So get thee to a mechanic.