Almost every object has a set of frequencies that it likes to vibrate at. Swings, for example have a frequency they like to go back and forth. Swings will also swing side to side, and when they do they do it at a different frequency.
Molecules are the same: they have several different patterns they like to vibrate (called vibrational modes), each of which has a different frequency. Each of the different frequencies has a different energy level associated with it. Changing from one vibrational mode to another is a change in energy level, and will be accompanied be emitting or absorbing a photon with energy making up the difference.
It just happens, almost by coincidence, the the energy level differences in methane correspond very well to the energy level of the photons in infrared light.
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