Evaporation of water due to heat is neither a Law nor a Theory.  Rather, it is a Phenomenon or a Fact.  To describe this phenomenon both Laws and Theories are used.

As one can glimpse from the two links below, the border between a law and a theory is often blurred.

http://chemistry.about.com/od/chemistry101/a/lawtheory.htm

http://science.kennesaw.edu/~rmatson/3380theory.html

To simplify, we can focus on two major differences: prediction versus explanation and quantitative versus descriptive. 

Law:

* describes and predicts the outcome of a phenomenon but does not explain WHY it happens

* often quantitative in nature (e.g. a formula)

Theory:

* often explains WHY a phenomenon takes place

* often is not quantitative but is descriptive

With the above in mind, let's look at the process of liquid evaporation.

http://en.wikipedia.org/wiki/Heat_of_vaporization

http://en.wikipedia.org/wiki/Evaporation

BOTH theories AND laws describe and explain this phenomenon.  For example, the water evaporation follows the laws of thermodynamics that quantitatively describe the process.  At the same time, there is a kinetic theory that describes the evaporation process.