This time, we’re going to modulate briefly at the end of each phrase – modulation means to move through different keys.
To do that, you need a pivot chord, which is basically the Dominant of the key you’re going to:
If I’m in C, and I want to go to G major I use a chord of D (with an F#) as it’s the Dominant of G.

If I’m in C, and I want to go to A minor, I use a chord of E (with a G#) as it’s the Dominant of A minor.

If I’m in C, and I want to go to F major I use a chord of C (with a B flat) as it’s the Dominant of F.

If I want to get back to C major I just need a chord of G, ideally with the dominant 7th (F natural) to get back home.

So let’s see just what we can do with little old Twinkle Twinkle:

All the little modulations are like small perfect cadences dotted throughout, using the pivot chord to not just modulate for a section, but between chords.