How do you convert kilowatt-hours to megawatt-hours?

There is no conversion factor between these two units of measurement, as they are measuring completely different quantities. It's a little like asking how you would convert kilometres per hour into furlongs... with an added complication thrown in (i.e. the vehicle is going sideways as well as forward!).

A kilovolt ampere (correct symbol: kV.A) measures the apparent power of a load, whereas a kilowatt hour (correct symbol: kW.h) measures the work done by a load.

If you knew the power factor of the load, then you could use the apparent power to determine the true power (in kilowatts), then determine how much work is done over a given period of time.