Explain how convection occurs in a convection chamber.

I'm not sure exactly what the convection chamber you are using looks like, but in general convection chambers have one area where some sort of smoke (perhaps from incense) can enter the chamber and an area of the chamber where the air is being warmed (perhaps by a candle). The purpose of the smoke is just to create a visual so that we can see where the air is traveling. 

On the side where smoke enters the chamber, it is usually cooler. Sometimes even ice is used to cool this side. When the air cools, the molecules move around less, come closer together, and thus become more dense. This cool, dense air sinks as can be seen when the smoke sinks to the bottom of the chamber. As the cool, dense, air moves toward the side with the candle, the air warms up. As it warms, the air molecules move around more, move farther apart, and thus become less dense. This warm, less dense air rises to the top of the chamber and eventually moves toward the cool side where it will become more dense and sink again. Soon you will see a convection cell (also called a convection current) form in the chamber with a circulation of air that you can see because of the smoke. 

Convection currents are found everywhere on earth. Underneath the earth's crust convection currents occur in the magma which ultimately cause plate tectonics. In the atmosphere convection currents cause wind, and in the ocean convection causes oceanic currents.