Finder Quick Action (fastest for many files)
On macOS Monterey or later, select the HEIC files in Finder, right-click and choose Quick Actions → Convert Image. Pick JPEG and a size, and the JPGs are saved next to the originals.
Preview
Open the photo in Preview, choose File → Export, set Format to JPEG, adjust the quality slider and save. To convert several at once, open them together, select all the thumbnails, then export.
Photos app
Select the photos, choose File → Export and the option to export the selected photos (its name shows how many), then set Photo Kind to JPEG.
In the browser
HEIC to JPG works the same on a Mac, Windows PC or Chromebook: drop in the files and download JPGs or a ZIP. Nothing is uploaded.
Stop the iPhone saving HEIC
On the iPhone, Settings → Camera → Formats → Most Compatible saves new photos as JPG. They take more space, so many people keep HEIC and convert only what they share.