Don't sure about what you mean by"change from schematic to PCB". It's not specific to Proteus but the schematic is the graphical representation of an electrical circuit where the PCB is his physical implementation. To go to this physical implementation a net list must be generated and imported (here in ARES) and footprints must be assigned to all schematics components symbols, then the placement and the routing can take place.
just adding to Olivers answer, after the netlist has been generated, you find under the "tools" an option to automatically place and root the foot prints