Fluid pressure is converted to mechanical motion by allowing the fluid to flow from an area of high pressure to one of lower pressure. The motion of that flow can be converted to useful work by any number of devices inserted into that flow. Among these are various kinds of wings, turbines, and engines.
Thermodynamics
The second law of thermodynamics says that the entropy of a system is non-decreasing. In terms of fluid flow, that means a fluid will always flow from an area of high pressure to one of low pressure. The flow (mechanical motion) is a consequence of a difference in the fluid's pressure.
Bernoulli's principle
Bernoulli's principle tells us that within a horizontal flow, areas of higher-speed flow will have a lower pressure than areas of lower-speed flow. This principle is the basis for the operations of wings, sails, propellers, turbines, and similar devices that create differences in flow rate based on their shape. The shape is designed to cause the flow rate over one surface to be greater than over the other surface, creating a difference in pressure that is used to move the surface. Hence the wing converts fluid pressure to mechanical motion.
The wing of an airplane moves the plane vertically, putting or keeping it in the air. A sail is arranged so the fluid pressure is converted to motion in the desired direction, which direction can even be a few degrees off of "up wind" of the flow. A turbine is a collection of "wings" that are arranged so their motion rotates a shaft.
Cylinders
A cylinder consists of a barrel, a piston, and a piston rod. The barrel is where the fluid is contained. The piston is placed within the barrel, and is arranged so that it moves when fluid pressure is applied. The piston rod is a link between the piston and the point at which the movement is converted to useful work.
The piston rod itself may do the desired work of pushing, pulling, lifting or lowering, or it may be connected to a crankshaft to convert the linear motion to rotary motion.
The working fluid in a cylinder may be gas or liquid, including steam, the gas produced by a chemical reaction, water, or hydraulic fluid. Its flow and effect on the piston may be controlled by various valves.