When someone places an order on the site, they receive three emails (by default) - Order received, order approved, order shipped. Our customers are not receiving an email, when they convert a quote to a sales order on the site. Why is this?

They go through different APIs (commerce api for regular orders, suitescript APIs for quote-to-order).

so i need to setup those email alerts through a workflow or a script

yes, that might be simple because there's a setting for ERP orders to generate emails

thats fine - thanks so much for your help