Greetings IrischKapitan and welcome to the forum
First thing you want to do is make sure your game has the 1.4 patch.
Convoys can show up as incomming reports and on your F5 screen. They usually are not moving to super fast hopefully giving you time to plot an intercept. Vanilla SH3 has them, as do the mega-mods in-force when your ready to try them. Try the Western approches or West of Britain. North West of Lock-Ewe has plenty of singles if you find yourself that way. Someone else will be along shortly Im sure to fill you in on the Med.
When you have a few minutes take a look through the
Community manual.
to good hunting!