A heterogeneous mixture is made of different substances that remain physically separate. Heterogeneous mixtures always have more than one phase (regions with uniform composition and properties).
A mixture of sand and sugar is a heterogeneous mixture. The grains can be distinguished from each other with a magnifying glass. There are two solid phases: the sand grains, and the sugar grains. The mixture can be separated by washing the sugar out with water (a physical change).
A glass of iced tea is a heterogeneous mixture. The ice cubes have different composition and properties than the tea. You can say that the ice cubes are a solid phase, and the tea is a liquid phase.
Blood is a heterogeneous mixture because the blood cells are physically separate from the blood plasma. The cells have different properties than the plasma. The cells can be separated from the plasma by centrifuging, which is a physical change.