Warming up can technically include anything that raises the body temperature. Increased body temperature does improve the pliability of the tissues within. However, what's called a passive warm-up, where you use an external method to raise the body temp. such as a sauna, is less effective than a physical warm-up for the most part. This is because it increases the body temp. from the outside in, instead of inside out. It also doesn't deal with moving any joints through gradually increasing ranges of motion. Generally speaking, the order of warm-ups, from least effective to most effective is as follows:
Passive Warm-up ---> General Warm-up (jogging, biking, etc.) ----> Specific Warm-up (targeting exactly the areas to be used).
But any of these is better than nothing at all.