There are no convoy drawing on map, unlike other silent hunter.
But the radio message gives you everything needed

Coordinates, distance, heading and speed.
Ask your navigator a celestial point so you will know exactly where you are.
Then plot the convoy report.
Just remember there are 60 minutes between degrees to plot it correctly.
With the convoy speed, you should be able to calculate an interception point.
The convoy heading might be approximating, but when you approach your interception point you might have to dive to listen where is exactly the convoy.
The closer you are from the convoy report, the less error you will get on its heading.
Good hunting