Consider first of all Boiling:
The raised temperature obviously brings about changes. First of all the proteins become denatured. That means that the shapes of protein molecules are disrupted. Hydrogen bonds that hold the molecules in a precise shape are broken and the long molecules open out and tangle with each other. This is most easily demonstrated by warming egg albumen.
Some biological structures are complexes of carbohydrates, lipids and proteins and these may separate, disrupting cells and releasing their contents. Some vitamins (eg ascorbic acid) also break down at boiling temperatures. Boiling can also cause food chemicals to dissolve in the water.
Grilling / Frying / Roasting
The higher temperatures involved definitely cause decomposition of food as evidenced by over-cooking causing carbonisation. Since the number and variety of food molecules is huge, the decomposition products will vary immensely. Some recombination of breakdown products is also possible but the predominant process will be decomposition.