Although both the NRW and NEF formats are from Nikon digital cameras it is unlikely one could be converted to each other. Generally speaking, RAW digital photography formats are not converted between each other, and it is unlikely that some software can be used for this anyway. RAWs are either exported to a digital negative (DGN) or directly to JPEG format or something similar.
Open NRW file Open NEF fileAn image processing and editing software for Nikon digital cameras a successor of Capture NX 2
An image processing and editing software for Nikon digital cameras a successor of Capture NX 2