Smaller birds usually poop every 15-20 minutes, so every 15 or 20 minutes, put your conure on a perch, cage, or what ever else you wish to train them on, and use a word to cue that its time to go. I use "go poddy!", but it's whatever you want. My caiques were bathroom trained in two days using this method.
Never punish them for going on anything else, though. This might make them hold in their poop if you forget to put them on a perch and this could cause major physical problems. Its your responsibility to make sure they get to somewhere that they can go every 15-20 minutes. If they aren't clipped and can fly, they usually eventually just fly to their perch, go poddy, and fly back to you. My caiques haven't gotten that far yet, though.