Convection is one of the major processes creating our weather. Convection is one cause of rising air in our atmosphere, usually warm air rises above cold air. Convection is the principle motor of cloud formation and circulation on all scales - including the atmosphere's general circulation as warm moist air is going upwards and colder, drier and denser air will be sinking downwards.
In general, convection is the vertical transport and mixing of heat and other properties of a fluid through mass motion. It is generally taken to imply vertical motion, being produced by differences in bouyancy, arising from variations in density. Evidence of convection happening in our atmosphere is seen with the formation and growth of cumulus clouds, for example. The horizontal transport of the properties of an air mass or fluid is called advection