From the wiki entry on friction:

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Friction is the force resisting the relative motion of solid surfaces, fluid layers, and material elements sliding against each other.
And later:
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When surfaces in contact move relative to each other, the friction between the two surfaces converts kinetic energy into thermal energy (that is, it converts work to heat).

There has to be some force attempting to move the two surfaces against each other. If there isn't any such force, there is no friction and thus the heat generated is zero. You don't generate any heat by a nail just sitting in a wood block, and friction can be measured by the heat generated. If you try to force the nail into or out of the wood block, then there is friction because there is force being exerted and heat generated.

Static friction is modeled by the equation:

Ff <= mu x Fn

Where Ff is the force of friction exerted by each surface on the other. It is parallel to the surface, in a direction opposite to the net applied force.

mu is the coefficient of friction, which is an empirical property of the contacting materials.

Fn is the normal force exerted by each surface on the other, directed perpendicular (normal) to the surface.

If Fn is zero, then Ff must also be zero.