Significance of heat shock method in bacterial transformation is to facilitate.

Biomolecules (DNA, and protein) exhibit change in biological activity in anhydrous conditions, In non-aqueous or anhydrous conditions the rigidity of protein and DNA increases due to the weakening of hydrogen bond strength.
It results into the change in overall free energy, which is the combined effects of the exposure of the interior polar and non-polar groups and their interaction with water. In absence of aqueous condition, the free energy change is negative, which is responsible for the denaturation of biomolecules.
Increasing strength of hydrogen-bond causes water to primarily bond with itself and not to be available for the hydrating structure of proteins or DNA, or for dissolving ions.
On the other hand, if the water-water hydrogen bond strength reduces then the exchange mechanisms operating within the cell, such as hydrogen bonded water chains within and between proteins and DNA, will become non-operational. It will further leads to the denaturation.