If I say "Be careful when you talk to Alice about her husband, because she just got divorced and she'll be hurt or uncomfortable", then I have conveyed that complete thought to you. Nothing is implied because I have stated clearly that you should not talk about Alice's husband to her and I have also stated clearly the reason that you should not do it.
However, if I say, "Be careful - Alice just got a divorce," I have not said directly that you should not talk about her husband to her, but I have strongly implied it. I have communicated the idea, but have not said everything directly.
So if I imply something, I am conveying it. However, if I convey something, I could be either saying it directly or implying it.