Here's the thing though. There's very little matter even in low earth orbit, so you can't use matter to transfer heat, as you would do on Earth (conduction and convection are out). That leaves only radiation, which requires a pretty large surface area. Try placing a computer on vacuum even on Earth and report back how the temperature looks like.
So no. Getting rid of heat is a big issue over there. Even in the shade.
But more importantly, space is empty, and the best way to cool is to dump heat in some medium which carries it away (air is the basic one on Earth, but applications that really need cooling like to use water as a primary medium.) In space you've got...nothing, basically, somyou are stuck with radiating, which works, but poorly.
On Earth, air molecules can carry heat away from you. You transfer heat to the air around you. In space, there is almost no matter around you to absorb the heat and carry it away from you.
Your only option is to radiate heat away from you in the form of infrared light but that is a slow process.
So ... the heat stays put and doesn’t go anywhere?
Also, if you think about this in the context of the Sun, you get a really visceral feel for just how much energy is being produced. Black-body alone is transferring that energy to us. Scary.