I have read that conio is used to perform "console input and output" from a program, which is what i dont understand. stdio.h is used for the same thing right?
Sort of. stdio declares functions useful for output. Some of them are tied to stdin/stdout which usually links to the console. conio is outright console functions. Specifically, conio is additional functions that might be useful in making text user interfaces. It's not really a method of i/o as much as controlling a few additional things for the console that C cannot provide.
stdio.h is standard. conio.h is not. It may not exist. If it does, it's compiler specific. As there is no standard for conio.h, your conio.h may not be, and probably isn't, the same as someone else's here. If they have it that is.