Short answer: Open the Dashboard button, then Tools, then Unit Converter under CALCULATE. Type an Amount, pick the units to convert from and to, and read the Result. When IU is involved, set the IU to mcg conversion factor, because it differs from one medication to the next.
Before you start: The Unit Converter is a Pro feature. Without Pro, opening it shows the Pro screen.
Milligrams and micrograms are weights, so 1 mg is always 1,000 mcg and 1 g is 1,000 mg. An international unit (IU) measures biological activity, and how much weight one IU equals depends on the substance. The app says so on screen: IU conversion varies by medication, and the default is the one it uses for HGH (333 mcg per IU).
Use the factor printed on your product label or given by your pharmacist. The QUICK REFERENCE list at the bottom repeats the fixed weight conversions. More on this in the glossary: international unit and mcg vs mg.
See also: Glossary: international unit · Glossary: mcg vs mg