In the beginning, people washed their hair with soap. However, soap doesn’t do well with the wide variety of hard and soft water that occurs all over the world, so people invented shampoo, which is a detergent. It does well in all kinds of water, but the downside is that it strips your hair of all the good oils that protect it. So, people invented conditioner to replace the stuff their shampoo takes out.
As such, it’s best to use it after the shampoo, or the shampoo will just wash all that right back out, rendering the conditioner useless.
Most conditioner is meant to be left on for a few minutes and then rinsed out with water. There are a few that are meant to be left in, though, so it pays to read the bottle so you know what you’re getting into.