I am unable to to project my screen from a Windows laptop to iMac using HDMI to Thunderbolt 2 I am unable to project my screen as an extended screen to my Late 2012 21 inch iMac from my Dell XPS L502X. 

Please guide me through steps which I can follow. I am using an HDMI to Thunderbolt 2 converter.
I am unable to project my screen from a windows laptop to iMac using HDMI to Thunderbolt 2


This is impossible.

First off, there's no such thing as HDMI to Thunderbolt (1, 2 or 3).  Thunderbolt is a multiplexing of several signals:


DisplayPort
PCIe Bus
USB
Power (Thunderbolt 3 only)


HDMI is a video signal and there's no way to convert a video signal to to anything but a video signal.

Secondly,  the requirement to use Target Display Mode (assuming you have a supported iMac) is that it must originate from a  DisplayPort or Thunderbolt port.  It can't originate from HDMI.  

Finally, the late 2012 iMac will only support a Thunderbolt connection; DisplayPort is unsupported. So, unless you have a Thunderbolt port on your laptop (your Dell L502X does not), you can't do this.