Similar to the Viking Warlord, if you played that class in Story Mode, the Conqueror has some powerful attacks and powerful defensive maneuvers, but not a lot of room for subtlety. In particular, the Conqueror can't feint Heavy Attacks, making him easier to counter.
The key to Conqueror is Stamina management- you have a powerful attack that can be charged up, and a turtle-mode similar to the Warlord, but with even more effective block. Both drain stamina, however, so be sure to use them as part of a strategy, rather than spamming them.
Your two main gambits are your unblockable shield attacks, which can open a foe up to your standard attacks, and the relative ease with which you enter Revenge Mode. Conqueror is something of an acquired taste, but you you start dishing out damage, you're nigh unstoppable.