How do you mean
You get contacts on the navmap ? and can then sail through the contact square on the map ?
Or you can see the convoy and then sail through it ?

Are these indications far away from you??? I mean are they 10,20 or even 30km away???? Use the ruler to measure the distance between your boat and the contact. If this is the case then the solution is simple. The contacts you see do move as well as you do. They are where they are indicated but at the time they're indicated. To intercept them you need to plot the correct course. Check this thread if you need to know how to do this Wazoo's Manual Charting & Targeting Tutorial

I am not sure what you mean, Dustyboats, but the map contacts will disappear if you zoom all the way in, as they are contact reports, not ships you are actually seeing. When you get close enough, they will appear in their actual position, and not disappear. (Unless weather is bad or you are submerged)

Also, the tail of the contact indicates what course they are on, so the there will be no contact if you go directly to the indicator on the map, since you will probably get there hours later. The thing is to go flank speed in a paralell line, and then turn sharply so your nose is on a 90 degree course to the intercept point. Use the ruler to calculate distance, and try to get within 3000 metres of the intercept point. Then its just a case of waiting with the finger on the trigger.

Sorry if this is overexplaining, but I dont know what you mean yet.

Oh, and welcome!

Just remember to try to think like a U-boat captain. Ships and convoys can also change course. And they are not sitting still waiting on you to come and kill them. If possible, they will kill you instead.

Keep reading and playing. Remember to save now and then so you can go back to that spot just incase you need to.

Don't worry, you'll get the hang of it eventually.