First you need to choose a server to host your XMPP account. This is like choosing an email provider. Here are some lists of servers to look at, some have ratings on each server as well:
If you want a server that has a Tor hidden service see dllud’s XMPP server list.
You can check a server’s compliance with Conversation’s features at the Compliance Checker.
Once you have signed up at the website of an XMPP provider of your choice, now you can install Conversations. One option is to purchase it at the Google Play store, you can find a link to do so at the official Conversations.im website.
Or you can download a free version from FDroid.
Many common issues and questions are addressed at Conversation’s GitHub page.