The convection zone is just like a pan of boiling water which is being heated from below by, for example, a gas ring. The hot water rises up and is replaced by colder water from above. In the same way the convection zone is heated from below by radiation. The cooler gas is at the surface of the Sun which is the top of the convection zone.. It is cooler because at this point heat can be radiated away (for example as the visible light we see from the Sun). Just as a pan of boiling water is extremely turbulent with bubbles appearing randomly, the Sun's surface has bubbles of material as well.