The wind is considered the primary transport mechanaism for convection. The molecules carry the actual heat energy, but instead of waiting for the energy to transfer from one molecule to the next as in conduction, the molecules themselves are moved from one point to another.

It is possible for "cold" air molecules to move as well as "hot" ones, so it can appear that "coldness" can be transported, which violates our understanding that heat can only be transported from regions of high heat content to ones of lower heat content. However, note that as cool air travels someplace, air in the new location is displaced and air must fill the void left by the moving cool air. Warmer air will fill that space (probably from the new location of the cool air), so there is still hot-to-cold heat transport.

While this general form of heat transfer is called convection, the term "convection" refers to vertical winds (travelling perpendicular to the ground), and "advection" refers to horizontal winds (parallel to the ground).

When heat is transferred to/from the air by conduction, the temperature of the air changes (a loss of heat causes temperature to decrease; a gain of heat causes temperature to increase. This is referred to as a "sensible" heat transfer, because we "sense" the heat transfer by the change in temperature.

Convection also accomplishes sensible heat transfer; this is how the air above the Earth's surface (above the thin layer of air that gets heated by conduction) gets heated. A thermal, which is a bubble of warm, buoyant air, rises upward from the superheated air that was formed by heat conduction from the ground to the air in contact with the ground. The thermal convects heat upward. As the thermal rises, it loses temperature (not by a sensible heat loss, however; it's due to adiabatic expansion). At some point, its temperature may be low enough that water vapor starts to condense out and form a cloud. This releases latent heat into the air aloft. This latent heat was first absorbed into the air when water evaporated into the air at the Earth's surface. So, this convection accomplishes both a sensible heat transfer (heat moving upward with the thermal) and a latent heat transfer (latent heat absorbed from the ground, convected with the water vapor upward, then released when the vapor condensed).