I have acquired some STORJ, but how can I convert it to USDT or other currencies? Can I directly choose "Transfer" on https://lite.zksync.io/account and fill in the STORJ address of the exchange?

I have acquired some STORJ, but how can I convert it to USDT or other currencies? Can I directly choose “Transfer” on zkSync Wallet | zkSync: secure, scalable crypto payments and fill in the STORJ address of the exchange?

You need to use a Transfer to the Ethereum network and use the exchange’s deposit.
See Tutorials | zkSync Documentation