It depends on what you want to the directed graph to look like. To replace every undirected edge with two directed edges going in both directions, use
directedG = digraph(adjacency(undirectedG);
Note this will not copy over any node or edge properties of the original graph (for example node names). It also won't work if you have a multigraph (more than one edge connecting the same pair of nodes). There are other commands that will work for those cases.