Participles can be confusing. See this Wikipedia article and this article from Grammar Monster for additional detail.
For all regular, and some irregular English verbs, the "past" participle takes the same form as the simple past tense of the verb, ending in -ed for regular verbs. Although this is known as the past (or "perfect' or 'passive") participle, it does not always refer to things in the past, and is not the same word as the simple past tense of the verb, even when it has the same form, and can be distinguished only by the structure of the text in which it is used.
A past participle can be used as an adjective, as an adverb, as a shortened form of a relative clause, and, along with an auxiliary verb, to form a compound verb tense. It can also be used in forming sentences in the passive voice.
Let us examine the examples above:
a) I am bored.
When this means that the speaker is currently in a state of being bored, it is a present progressive tense form. That tesne is expressed with a present-tense auxiliary followwd by a past participle.
b) He is convicted for his crime.
This is again a present progressive form. Properly this would occur as part of a present tense narrative of events, such as "As the Judge reads the verdict, he is convicted for his crime." This is a somewhat unusual sentence. "He was convicted of his crime." or "He has been convicted of his crime." would be more usual. These use the past perfect tense, but can refer to a situation completed in the recent past, and still in effect, as hre.
c) Police have arrested him.
This is a present perfect form, but it can refer to events in the recent or indefinite past. "Police have arrested him on five different occasions."
d) He is interested.
This is a simple present tense.
In a comment, the OP asks:
my question is why Adjectives are Past Participle in Past form? are Past Participle & Adjectives referring past event or completed action?
And the answer is: Not always. The so-called "past" participle is one of the conjugations of a verb. It is calle3d "past" because, in regular verbs, it uses the same form as the past simple tense. In older versions of English, this was not the case. Participles have various uses, not all of which have to do with past or completed events.
As the Wikipedia article linked above says:
Participles are often identified with a particular tense, as with the English present participle and past participle ... However, this is often a matter of contention; present participles are not necessarily associated with the expression of present time, or past participles necessarily with past time.
Participles may also be identified with a particular voice: active or passive. Some languages (such as Latin and Russian) have distinct participles for active and passive uses. In English the present participle is essentially an active participle, while the past participle has both active and passive uses.
In defining participles, that same Wikipedia article says:
Its name comes from the Latin participium, a calque of Greek μετοχή (metokhḗ) "partaking" or "sharing"; it is so named because the Ancient Greek and Latin participles "share" some of the categories of the adjective or noun (gender, number, case) and some of those of the verb (tense and voice).
So it is simply how modern English works that "past" participles use the same form as the simple past tense but have several functions, some of which have nothing to do with past events. One can study the history of the development of English, and learn how the forms, which were different in Old English, came to use the "past" form. That is much to large a topic for an answer on any SE site, and too technical for SE.ELL. Nor do I thoroughly understand it myself, although I am sure that i could learn it. But for purposes of English usage, it must just be accepted, as we accept that "to be" is irregular and has special roles that no other verb has.