(covers information from several alternate timelines)
A convoy is a group of vehicles or ships traveling together for mutual support. Often a convoy is organized with armaments for defensive support. In effect, it is a modification of a caravan.
In an alternate timeline, when Earth was destroyed in 2154, most of the Human population existed in a handful of convoys that went searching for new colony worlds. One, which included both the Intrepid and Enterprise NX-01, settled on Ceti Alpha V in the early 2160s. (ENT: "Twilight")
Later that year, the USS Defiant was assigned to protect a Federation troop convoy. The convoy had used the Badlands to hide their movements, and required the Defiant to protect them once they emerged. (DS9: "Waltz")
The Defiant remained on convoy duty and later successfully accompanied the freighter convoy PQ-1 to the Vegan system in 2374. Kasidy Yates served as convoy liaison officer. On the way home, they picked up Captain Lisa Cusak's distress signal. (DS9: "The Sound of Her Voice")
Following the First Battle of Chin'toka, the Defiant was assigned to protect more convoys, some containing self-sealing stem bolts. In regards to their mission, Bashir felt that "there should be a law against convoy duty lasting more than ten days." Nog, however, enjoyed convoy duty because "it [was] usually much safer than being on the front lines." (DS9: "Image in the Sand")