EVERYTHING is made up of atoms. Atoms usually bind together in 2 or more to form what's called a Molecule. When something melts the atoms and molecules that make it up have acquired enough energy to break the bonds between them and can move around freely. This is unlike in a solid where they don't have enough energy to to this. This is why things melt and then evaporate as you heat them up. (AKA add energy)
You CAN cause the atoms themselves to come apart into their composite particles, but it takes a much greater amount of energy to do this than it does for them to simply melt or turn into a gas.
Look up more online at wikipedia or google, or invest in a book on basic physics. There are plenty of good ones at any book store. (Not the textbook kinds, but ones that are much better written)