They do want intelligence, it's one of the qualifiers they use when judging you for LTR potential.
We do the same, of course. I can't think of a dumb chick for anything other than a ONS or a short fling. Yet intelligence alone doesn't do it for me--if I don't find them attractive or sexy, then they have no chance with me (they become the best of friends, though!)
But combine sexy with intelligent and you've got my attention. Like a woman, if I find an interesting prospect, I find I throw a lot of my own qualifying tests at them--word play, provocative statements, etc., just to see if they can handle it, see if they can keep up, and see if they can play and toss it back at me.
Anyway, back to the subject. Some convey intelligence easier than others. It's just how they conduct themselves. Other people are quite intelligent but don't give off that vibe---it's only after knowing them for awhile that you realize you're dealing with an interesting and/or first rate intelligence.
The other thing I noticed is that women judge intelligence relative to her own intelligence. And they notice various types of intelligence, too. Being intellectual may not be all that attractive when you admire someone with common sense and street smarts.
I wouldn't worry about conveying it, though. You either have what someone finds attractive or you don't.
This is what I would watch out for, though: the worst thing is to try and be or appear intelligent. I've seen a number of people who--while not stupid, just weren't as bright as they wished. And they admired those that were brighter than them and tried to be like them. So they usually fixate on using bigger and more sophisticated words than they could handle and usually ended up using the words incorrectly or awkwardly in a manner that drew attention to their error. It was kinda like a balding man using a comb-over--everyone knows what they're trying to do and it isn't working.