I was wondering if I should switch my JPG and PNG images to SVG, because I believe that using SVG images, my page will load faster, am I sure about that? Is it better to use images in SVG format? And is there a possibility to convert JPG/PNG to SVG?
These are different tools for different jobs.
SVG is for vector images. Rectangles, lines, ellipses, and all the things you can compose together from primitive objects. Vector images can scale to most any size and still look decent, because they're not made of pixels. They're a set of instructions for what to draw on the screen.
PNG is for raster images. A grid of pixels that represent the image. These cannot be scaled without loss of quality, as naturally all you can do is make the pixels bigger, or resample the image which gives it various levels of fuzziness in quality. PNG is great for when you need an alpha channel, need lossless quality of image, or have a lot of solid colors side-by-side, such as the case with computer screenshots.
JPEG is for photos, also raster images. It's lossy and designed to take advantage of how human vision works to reduce file sizes for images of the real world.
You wouldn't use a JPEG for a vector logo... you'd use SVG. You wouldn't use a JPEG for a screenshot. You couldn't use an SVG for a screenshot, as it's a raster image.