Clicks are when people click on your link to view the page you shared. Conversions are counted as when they click-through into your call-to-action to reach your destination page.
There's also Verified Conversions, which tracks specific actions taken on your page. For this, you'll need to setup a conversion pixel on something like a post-purchase thank-you page. Here's how you can setup a conversion pixel https://sniplyhelp.zendesk.com/hc/en-us/articles/5880077792020-How-do-I-setup-a-Conversion-Pixel-