What happens to a star when all the hydrogen has been converted to helium?
When all the hydrogen is converted to helium the Star rearranges itself, its core shrinks and its outer layers expand, depending on its initial mass the Star then transforms into a giant or a super-giant. In this state it will start to burn helium to Carbon and from Carbon to other heavier elements if it is dense enough. A normal sized Star lke our Sun will burn Helium to Carbon but it will not be dense enough to burn Carbon to other elements.
Bigger Stars will be dense enough to burn Carbon and reach to a Stage when they have only Iron left inside their core after that they will explode as Fusion reactions will not balance the inward acting gravity.