In the Web Portal, Sales > View Leads > select the Edit pen for the lead that you would like to convert > Convert in the bottom right of the screen.
Alternatively, in the Leads list, you can select the three dots at the right end of the Lead you would like to convert, and then choose what you would like to convert the Lead to.
In the App, go to Sales > swipe left on the chosen Lead in the list to use the actions.
