how to get the GameObject[] that my player touching

Use the Unity inbuilt function:

 // If the object is a trigger
 void OnTriggerEnter (Collider other) {
 
 }
 
 // If the object is not a trigger
 void OnCollisionEnter (Collision other) {
 
 }

Then inside the function oyu want/ or both write:

 // Check if it is the object I want
 if (other == objectIAmLookingFor) {
      // Get the forward transform         
      Vector forwardVec = other.transform.forward;
 
      // Do with the forwardVec what you want
     DoSomethingWithVec (forwardVec);
 }

 int i=convey.Length;
 while(i>0){i--;
  if (collision.gameObject == convey[i])
          {print("my convey number is "+i);
              pointCube.transform.Translate(convey[i].transform.forward * speed);
          }}

If you only need to know whether the object hit is one of the convey[] elements, do the following:

 void OnCollisionEnter (Collision other) {
     GameObject hitObj = other.gameObject; // hitObj = the game object we collided with
     foreach (GameObject conveyElement in convey){ // search it in the convey array
         if (hitObj == conveyElement){ 
             // if hitObj found in convey[], get its forward direction directly from it
             pointCube.transform.Translate(hitObj.transform.forward * speed);
             return; // and bye bye
         }
     }
 }

Another solution would be to create a specific tag ("convey") and assign it to all objects you're currently listing in convey[] (you would not need this array anymore).

 void OnCollisionEnter (Collision other) {
     GameObject hitObj = other.gameObject; // hitObj = the game object we collided with
     if (hitObj.CompareTag("convey")){ // is it an object tagged "convey"?
         // yes, get its forward direction directly from it
         pointCube.transform.Translate(hitObj.transform.forward * speed);
     }
 }

But if you really need to know the index of the hit object in the convey[] array, use @toddisarockstar answer.