How do I convert a won lead into a client?

Move the lead to the Won stage. Senly shows a dialog: Create client from this lead?

Click Yes, create client profile — the basics (name, company, email, phone, tags) are copied immediately into a new client profile on the Clients page. The lead remains for reporting.

Prefer to do it manually? Click Not now and you can later create the profile yourself via Clients → + New client.