The first Law is:

$dE=dQ+dW$

Now if our system jumps from state A to state B and we integrate the above equation, we will get:

$\Delta E= \Delta Q + \Delta W$

I can understand that $\Delta E = E\_b - E\_a$

But if we use the same logic then it means that:

$\Delta Q = Q\_b - Q\_a$. But this doesn't make sense, since heat is not a state variable. What it means to do the difference between heat the system is in the state B and the heat when the system is in state A. Am I understanding the symbol $\Delta Q$ wrong?