New Player

[Torplexed]

Where are the ships? Is there a lane map or something, or should I just tinker around till we see/hear something?

Welcome aboard! The case your disc came in should have a fold-up map showing primary convoy lanes and areas of air coverage. Your game files on your computer should contain a bitmap of it too. Staking out a convoy lane doesn't mean you'll automatically run into fat convoys but it does increase the odds of finding one.