Hello, and welcome to the Parrot Forums family!
Much depends on variables in your situation. For instance, how old is this conure? Is he not hand tame at all, or just not used to you yet? How long have you had him?
Generally speaking, I prefer to build the trust gradually rather than necessarily forcing the issue with a bird who isn't quite comfortable with me yet. This trust building generally takes the form of shameless bribery with treats, spending bonding time with him, and training.
At first the bribery can be done through the bars of the cage, and then as his trust in you grows you can begin to lure him out. Just don't push too far, too fast.
Sitting by his cage and reading to him also helps with the trust as well. And target training, at first through the bars and then eventually you'll be able to target him anywhere.
It's all about patience and consistency.