can photon turn into electron or simply converted to any other particle?

There is no law of conservation of particles, other than at an approximate truth in ordinary chemical means, where it is atoms they are talking about.

The true conservation laws are of:
1. momentum
2. energy - mass entity
3. electric charge
4. color charge
5. strangeness

(there may be a few others, but that is roughly what I know)

Photons simply get created at emission and destroyed at absorption.  No law requires them to be conserved.  What happnes is that to emit a photon, the source is depleted in energy.  To absorb a photon, the absorber gains some energy.

That is the way it works.  The photon is just a packet of energy, carrying it from source to absorption.