Conquest requires that your strength is similar, that is, the level of the city can't be too different. It can be the same as your own level, and it can be higher than 1 level and lower than 1 level, but you can't conquer others if you are two levels away.
After conquering others, you can impose a conquest effect on them, and reward them with signatures and flags. Conquering others will be prompted by the battle report. Click Conquer this man in the Battle Report and customize a set of exclusive "Captive Signs" for him.