With EF6 Tools & Visual Studio 2013 or Visual Studio 2012, you get the option code first from database (see screenshot below)
If you don’t see this option you need to install Entity Framework 6 Tools for Visual Studio 2012 & 2013
http://www.microsoft.com/en-gb/download/details.aspx?id=40762
This doesn’t convert an EDMX to code first (as requested in question), but it can create code first from an existing DB (which I assume someone wanted to do this from EDMX, would have an existing DB, unless they deleted their DB).