G'day GunnersMate105
Convoys regulary show up on your map as 'Radio contacts'. That is, they are automaticaly drawn on your navigation map (depending on realism settings) as a lager 'merchant ship' symbol, often far out of range of your sensors. If you click on the symbols they will show info on the contact; 'small convoy' + speed etc.
Mind you there are plenty of them in this game so often they'll just find you!