It appears that pzfx to pzm conversion is related to attempt to save new Graphad Prism projects (.pzfx) to .pzm files used in version of the program. This probably is not possible. Whilst you can open old formats in later version of the program, it does not seem to work the other way.
Convert GraphPad Prism XML project file to GraphPad Prism project file.
We found one software available in the database for this conversion.
Microsoft Windows software - convert pzfx to pzm on Windows
A biostatistic scientific program with graphing capabilities
Convert from pzfx file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.