Good morning Yasmina
Well, I want to convert to Bahai faith and I would like to know how I have to pray.
First, my welcome to these forums. My welcome also to this Faith. Remember that you are not leaving another Faith, but are fulfilling it.
If you are speaking of forms and manners and ways, there is, except for the Obligatory Prayers, none. And those forms in the Obligatory Prayers are given within the text.
It is your heart, your soul, that prays, and you may position your body in whichever way you feel comfortable, and face in any direction you find yourself. We are encouraged to recite them "melodiously", for the voice can influence how how heart feels. Spoken, sung, chanted, is entirely at your choice.
Bill has already advised regarding our Prayer Book. It is filled with wonderful Prayers, and many Baha'is use them solely. But if you have something in your heart you wish to speak to God about, then do so.
One last thing. Remember that Prayer is conversation with God. Remember to listen for the answers

In their proper time, every Prayer is answered sooner or later in the most satisfactory manner.
With warmest greetings
Romane