E.g. Boiling water in a pan produces convection cells. The water at the bottom gets heated and it rises to the top, forcing the cool water down, where it gets heated. The water at the top sends its heat into the air so the cycle is continuous. You also see this in the shimmering waves off hot pavement, or above a toaster. This is typically a major component of weather patterns.
Cities are heat sinks so the temperature is warmer there.
Rainfall is larger in a city because it draws the cool moist air in from the surrounding countryside. Tornadoes, dust devils and volcanoes are also examples of convection. You can hold your hands to it and get its warmth. Your hands are not getting warmer by convection nor by conduction but by radiation. The vibration of the atoms causes the electron density to fluctuate.