The Conan stories take place on Earth, but in the mythical (created by Howard) 'Hyborian Age,' between the time of the sinking of Atlantis and the rise of the known ancient civilizations. Howard was a friend of H. P. Lovecraft, and the two would sometimes insert references to elements of each others' settings in their works; the Conan stories thus could be said to have originally occurred in the Cthulhu Mythos universe. Modern editors have since reworked many of the original Conan stories, however, diluting this connection.
Conan is a Cimmerian, a barbarian of the far north; he was born on a battlefield and was the son of a blacksmith. He grew up fast, and by age fifteen he was already a respected warrior - participating in the destruction of Venarium. After this he was struck by wanderlust and began the colorful and exciting adventures chronicled by Howard (and others), encountering fabulous monsters, evil wizards, and delicious wenches and princesses - he has traveled throughout the world and been a slave, a thief and outlaw, a mercenary and commander of a mercenary company, and a pirate and privateer. He begins building larger units of men, aiming for greater territorial ambitions, though his efforts are repeatedly thwarted - usually by the total massacre of his force excepting himself. But in his forties he finally succeeds, becoming king of Aquilonia, the most powerful kingdom of the age, having strangled the previous ruler on the steps to the throne.