We do not see heat waves. What we see is the optical effect of hot air rising. As it has a lower density than the air around, the difference in density makes the light moe slightly faster through warmer air than the cold air. This in turn distorts the objects in or behind such air layers, that we look at, creating "heat art".
Another similar optical phenomenon is "mirage", in which light rays are bent to produce a displaced image of distant objects. The word originates from the Latin mirari, meaning "to look at, to wonder at", and it has the same root as "mirror" and "to admire".