How do I convert being a soldier up in the endgame?
These answers restate the rules implemented by our open-source engine, which follows the WXF laws for movement, checkmate and both repetition rulings: a side that forces a repetition by perpetual check or perpetual chase loses rather than drawing. The chase half has not been validated against the official casebook. Where an answer refers to a specific position, that position lives on the linked reference page, where the build verifies it before publishing.
Direct answer
Do not expect the soldier to win the game by itself; use it to create a second problem for the defence. A lone extra soldier is often not enough to force a win against intact material, but pushed toward the palace and supported, it can pin down a defender or eventually cover a mating point that turns another piece's check into checkmate.
Push toward the palace, not the edge
Since a soldier never retreats, the direction it advances is a permanent decision. A soldier steered toward the centre threatens to become a genuine attacking piece, exactly as described in winning with a crossed soldier; one pushed to the corner is close to useless for the rest of the game.
Use it to tie the defence down
Even without immediately winning material, a soldier deep in enemy territory forces the opponent to keep a piece nearby watching it. That is a real gain, freeing your other pieces to build a second threat elsewhere with one fewer defender to face.
Related questions
Is a soldier up always winning?
No, particularly against an intact defence of two advisors and two elephants. Check the material table before assuming.
Should I trade pieces while a soldier up?
Usually yes, since simplifying brings you closer to a position where the extra soldier's value is undiluted.