Apple - Where is the convert command in macOS?

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

which convert