There are several ways to convert a Setlist into a Project:

• From the Setlist Tab: swipe left on the Setlist title, click the share icon and select “Convert into project”
• From within a Setlist: click the share black circle icon and select “Convert into project”

Note: converting a Setlist into a Project will duplicate the Pieces into said Project, but the Setlist will disappear once it has been converted into a Project.