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For example, the wind is the movement of the air and it can cool down a room if the window is open because the cold air comes inside of the room. The movement of the clouds, the sea waves and many types of heaters are examples of convection.
Forced convection and natural convection
Convection can happens naturally ("natural convection") or because of some moving device ("forced convection").
The fan is a device that produce the movement of the air artificially. The air in this case is moving because of the rotation of the fan. This is an example of "forced convection".
Natural convection happens because a fluid is lighter if is hot and it is heavier if is cold, so, if a fluid has a hot part and a cold part, the hot part naturally move upward and the cold part naturally moves downward. For example the water in a pot is hotter near the bottom because of the fire, so it moves from the bottom to the surface. At the same time the water near the surface is colder so it moves to the bottom.