The conio.h header is specific to Turbo C, which predates the earliest C standard by several years. It contains routines that are specific to the DOS command line. One function here that’s frequently used is
getch, which allows reading one character at a time without having to press the Enter key. It also contains
gotoxy which allows placing the cursor at a specific location in the terminal
Generally speaking, methods of communicating with the terminal like this are very OS specific, so each has their own (typically non-portable) way of doing it.
This contrasts with the functions in stdio.h which contain functions like
getchar which work regardless of what type of console is in use.