Convey is to carry something from one place to another — a load, a signal, an idea — and, in law, to transfer title in property from one owner to another.
At the core of the word is a road. It comes from Anglo-French conveier and Old French convoiier, "to accompany, escort," from Vulgar Latin conviare, "to go together on the way," assembled from Latin com ("with, together") and via ("way, road"). Its earliest English sense, in the early fourteenth century, is accordingly "to go along with." Transport follows later in the same century, and alongside it the figurative sense that now dominates ordinary use: to communicate by transmission, to carry a meaning across to someone else. The property sense arrives in the 1520s and survives in conveyancing, the branch of practice concerned with the documents that effect such transfers. Convoy is the same word borrowed separately and kept literal.
One stretch of its history shaped the rest. Between the fifteenth and seventeenth centuries convey served as a euphemism for stealing — to carry off — and that use is credited with broadening the verb's range rather than narrowing it. Against its near synonyms, convey is the least committed to the medium: transmit implies a channel, communicate implies a recipient who receives and understands, and express implies something interior to the speaker being pressed out. Convey requires only that something arrive.