Can you take a window unit AC and convert it into
Wall unit by removing the curtains. The hole is already
In the wall. Or must I buy only a wall unit?

If it's small enough for the opening, it's fine. But it probably will need stuffing around the edges. Make sure it has the tiniest slope down so it can drain outside.

You have to be careful not to block the vents on the side of the unit. Some window units will work, but smaller ones will not. DrTom4444

You can convert but make sure not to push the window type too far into the wall or it will block the vents and drain. Tilt out as joypulv notes.