If it is a real convoy contact message. Then yes you should see a large grey square, diamond, or circle depending on whether it's a convoy(square) or a task force(diamond) or both(circle). It will only have one set of coordinates, for example.....
From Bdu:
To: U-33
Date, Time.
Convoy reported at AM20 heading ESE speed 8kts.
This is a real message!
To answer your inquiry about how this info is obtained is twofold. 1. Yes from other U-boats, and friendly surface vessels.
2. From Luftwaffe aircraft, most likely a ****e-Wolfe Condor maritime patrol bomber.