heat does not work

You need to check out the heater out, system by system. First, make sure the engine's warming up properly, the thermostat should keep it at about 185F. You can feel the heater hoses, should be hot if coolant is circulating. You need to check the controls and the acutuators in the heater enclosure and see what's not working. I recommend you find a Mazda specialist. Here's a directory link for you: http://repairpal.com/mazda-repair-in-long-pond-pennsylvania