You cannot convert a image directly into a mesh.
If it is an object from the image you want to simulate on, then you first have to locate the object on the image, then make a mesh on the object.
If you would use gmsh for that, you first have to create a .geo file, with points and lines for the boundary of your object then create a .msh file which contains the mesh and in the end you can use the dolphin-convert to convert it into a .xml file.