An electric motor does this
Motors convert electrical energy to mechanical energy. Generators transfer mechanical energy to electrical energy.
Heat
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.
In an electric motor, electrical energy is converted into mechanical energy to produce motion. In a generator, mechanical energy is converted into electrical energy by rotating a coil within a magnetic field. Essentially, electric motors convert electrical energy into mechanical energy, while generators convert mechanical energy into electrical energy.
Generators are similar to motors in that they both involve the conversion of energy, but generators convert mechanical energy into electrical energy, whereas motors convert electrical energy into mechanical energy.
In an electrical motor, electrical energy is converted into mechanical energy to produce motion. In a galvanometer, electrical energy is converted into mechanical movement of the pointer in response to the flow of current.
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
Mechanical energy can be converted into other forms of energy such as thermal, electrical, or sound energy, depending on the system in which the conversion takes place. This conversion occurs due to the work done by the mechanical energy on the objects or materials involved in the process.
Electrical energy is converted to mechanical energy in devices like electric motors. This conversion is achieved by using the magnetic field generated by the flow of electrical current to produce a mechanical force that drives the motion of the motor. The electrical energy is transformed into rotational mechanical energy in the motor, allowing it to perform useful work.
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.