GWX ist nicht einfach herr Kaleun.
It's not easy. When you fire your torpedoes, immediately leave the area at a good speed. If you go too fast he'll hear you, too slow and you won't be able to get out of the area. He may hear you anyway.
When you hear his engines, he's pretty much on top of you. All ahead flank, change direction to 90 degrees of his course and change depth by 20+ meters. You don't want to be under him at a known depth when he starts dropping depth charges or you want to at least be able to get out from under him. Maybe 2 minutes at flank speed then back to slow, maybe even silent running. Don't forget to have the sonar operator give you updates, that way you'll always know the enemies position in relation to your own. If he starts pinging, still try to escape, but when he stops, change direction and depth. If he's on top of you dropping depth charges, go to flank again and evade.
It once took me 2 hours to get away from a destroyer. They can be deadly, and they'll hunt you as long as they can hear your engine, or get you on sonar with pings. If you can get behind one, then it'll have a very hard time hearing you.
Takes lots of patience, practice, and luck. Also don't feel you have to do all of the tutorials to completion before you start a campaign. In campaigns starting in 1939, you won't run into any destroyers if you don't want to. Then after you have some experience, you can go back and try the convoy mission again. Basically I'm saying don't let that mission stop you from experiencing the rest of the game.
One campaign I ran, 4 months of time in game before I came across a convoy that had destroyer escorts. By that time, I was able to choose a good attack location and be clear before the destroyer was there to search for me.
Good luck!