Everything points to the fact that wmf to pes conversion is used for the purpose of making new embroidery designs for Brother machines (.pes) based on graphics saved in Windows Metafiles (.wmf). You can certainly do it with Embird or similar embroidery tool. While not every such software might support WMF, you can always convert it first to SVG format, which is actually supported in pretty much every embroidery design software.
Updated: August 31, 2023