I started to use Json.NET to convert a string in JSON format to object or viceversa. I am not sure in the Json.NET framework, is it possible to convert a string in JSON to X
I'm not sure there is point in such conversion (yes, many do it, but mostly to force a square peg through round hole) -- there is structural impedance mismatch, and conversion is lossy. So I would recommend against such format-to-format transformations.
But if you do it, first convert from json to object, then from object to xml (and vice versa for reverse direction). Doing direct transformation leads to ugly output, loss of information, or possibly both.