Those radio messages are historicallly correct, but they don't refer to things in the SH3 game (with the exception of some of the larger military battles and operations) that you're playing. They're added for atmosphere and immersion, but don't go chasing any of those convoys or ships, as they're not there.
That being said, if you're curious as to where those lat & long's are referring to, you can check that here:
http://www.ubootwaffe.net/quadrant.cgi