Here's the breakdown:
* The sun *emits* light and heat in space. The sun is a giant ball of hot gas that undergoes nuclear fusion, which releases massive amounts of energy in the form of light and heat. This energy travels outward in all directions, including into the vast emptiness of space.
* We *see* the sun's light in space, but not necessarily as "shine." In the vacuum of space, there's no atmosphere to scatter the sun's light like on Earth, so we wouldn't experience the same bright, diffuse "shine" we see on a sunny day. Instead, the sun would appear as a incredibly bright, intensely white light source against the dark backdrop of space.
* "Shine" can be interpreted differently. The sun doesn't "shine" in the same way a light bulb does, where light bounces off a surface and is reflected back to our eyes. It emits its own light directly.
So, to answer your question:
* The sun emits light and heat in space, which we can see and experience.
* We don't see a "shine" in the same way we do on Earth, but rather a bright, intensely white light source.
* Whether or not the sun "shines" in space depends on your definition of the word.