When you heat a room up you wont get rid of any moisture. The relative humidity will drop slightly as the air/water molecules expand.
You just give the air the capacity to hold more water. Warm air will hold more moisture than cold air.
A dehumidifier will physically remove moisture from the air by cooling it to "dew point" when water will fall out as dew or condensation.
The most effective way to dry the air is a dehumidifier. You can see this by the amount of water it dumps out
Hope this helps