Is there any way in Salesforce by which we can convert attachment into a file?

Hi Ankit

Yes you can do it by enabling setting in the salesforce.

Salesforce has also provided a new preference setting to help facilitate the change over to Files from Notes & Attachments. “Files uploaded to the Attachments related list on records are uploaded as Salesforce Files, not as attachments” has been introduced to ensure that Attachments added via Notes & Attachments related list are now uploaded as Files moving forward. You can make this change by following the below steps:
1-Click on setup
2-Search “Salesforce Files” in quick find box and click on ‘General setting’.
3-Click on edit button.
4-Click on this checkbox ‘Files uploaded to the Attachments related list on records are uploaded as Salesforce Files, not as attachments’.
5-Click on save button.

Hope it may helps.

An app developed by Salesforce Lab – Magic Mover for Notes And Attachments to Lightning Experience for achieving the same.