Motors convert electrical energy to mechanical energy. Generators transfer mechanical energy to electrical energy.
Heat
An electric motor does this
Conversion of electrical energy into mechanical energy
Assuming that you're talking about a wind-powered electrical generator (such as a "wind farm"), the energy conversion is from mechanical to electrical. When the wind blows on the blades of the mill it rotates them, creating mechanical energy. This mechanical energy is used to power the electrical generator inside the mill, creating electrical energy out of mechanical energy.
electrical energy to mechanical energy
electrical energy>>>>mechanical energy>>>>heat energy
The mechanical energy of a power plant turbine, driven by steam or by water (hydro), is converted to electrical energy
fan converts electric energy into magnetic and further mechanical energy
Energy conversion I would say means converting say thermal energy to mechanical, or mechanical to electrical, or other conversions you can think of. Now some machines do this, like electrical generators, or electric motors which is the same but in reverse. Other machines are just mechanical, like a gearbox for example, mechanical energy in and mechanical energy out. So the word machine is more general, energy conversion devices are a sub-set of machines.
A generator converts mechanical energy into electrical energy, while a motor does the opposite - it converts electrical energy into mechanical energy. Both devices work because of electromagnetic induction, which is when a voltage is induced by a changing magnetic field.
That's called an electric motor.
I'd say it's electrical to mechanical (just guessing)