There is no command/utility named
convert built into macOS.
convert utility is installed as part of ImageMagick. You can easily install ImageMagick using Homebrew by running:
brew install imagemagick
To install Homebrew, run:
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
Once installed using @Nimesh Neema’s answer you can find the location of the command by running