The Convoy missions come from the weapons dealer - the "gun" icon on the map. The convoy will be marked on your map once you accept the mission and will travel the same route continuously, so you can set up at an inersection or choke point and ambush them. The target is the large flatbed truck. They are frequently guarded by one or two jeeps with machine gunners. Those jeeps don't matter. All you have to do is blow up the flatbed. Initially, the easiest thing to do will be to wait near a curve where the truck will have to slow down and then throw a grenade or two underneath it.