Are prices converted on the checkout pages?

In order to answer this questions we need to differentiate between stores that are using Shopify Payments Multi-Currency or stores that are not using it:

Stores using Shopify Payments Multi-Currency 

When Shopify Payments is configured in your store to sell in multiple currencies, all the prices in the checkout page will be indeed converted to the currencies you have configured in Shopify Multi-currency. Currency Converter Plus will integrate smoothly with it, converting your prices to both currencies from Shopify Payments and extra currencies from Currency Converter Plus.

See https://help.shopify.com/en/manual/payments/shopify-payments/multi-currency/setup for details.

If you are interested in selling in different currencies, you can review the Shopify Payments requirements to see if your store is eligible for it, as it is not available for all the countries and/or all types of businesses.

Stores NOT using Shopify Payments Multi-Currency 

If you are not using Shopify Payments Multi-Currency, our app will convert your prices on all public pages (home page, collection pages, product pages, corporate pages, and the shopping cart page) but not during the checkout process, which will be performed using your store currency. 

This is a Shopify intentional policy and no app can change that without breaking the Shopify 'terms and conditions' at https://help.shopify.com/en/api/app-store/listing-in-the-app-store/app-requirements#a-security

If this is your situation, a cart note can be configured to warn your customers about the currency change at checkout.