When loading a wallet with unspent Zerocoins, a Remint tab will show in your wallet which will prompt you to convert them!
If you have never minted using the older Zerocoin privacy protocol, then you don’t need to do anything.
If you have Zcoins = you don’t have to do anything
If you have Sigma mints = you don’t have to do anything.
If you have Zerocoins that you didn’t spend = the wallet should have prompted you with a Remint tab. If you don’t see it, then you don’t need to worry.