[stork100]

If you have the "no map updates" option in the realism settings unchecked, you should see contacts appear on the map when they're radioed to you, both convoys and single merchants.

Edit: Actually, now that I recall the contacts on the map still appear I believe even with this option checked, unless you use the realistic contacts mod or the like. As Hebe Vollmaus said, the message likely doesn't apply to you.