We know a little bit. We know that everything has three parts to it (Or at least God-Sazed says so) A Physical part, (aka mass), a spiritual part (which ends up being interpreted as energy, which includes Magic), and a Cognitive part, to guide the physical and the spiritual.
So, when I tell my body to burn Pewter (cognitive), it does so (physical) my soul, which includes a piece of Preservation, uses Preservation as a "gate" to the Power of Creation (which I believe is Adonalsium's power), and that power flows into my body, giving my body extra energy (spiritual).
Or at least that's how I interpret the Realmantic Theory.
Edit- I believe I have now posted Gavarah's Theory of the Three Realms (WoK Hardcover, 621) Don't bother looking it up. I only got the name from there.
Edit Edit- Actually, thinking more, I think that Gavarah's Theory of the Three Realms is something different (it relates to the Cosmere). Ignore above Edit.