A conservatory or veranda is a glass covering of a (part of your) terrace and is usually attached to your house as a light weight building construction. A conservatory is made of wood or aluminum with the roof and side walls made of safe and reinforced glass. The whole gives a completely closed construction with an opening inside and a door or sliding door to the outside. In fact, the conservatory is an interior space, but is considered to be a separate room, a kind of extension of your home on the terrace.
A sunroom has many similarities with a conservatory, it is also placed on the house and counts as extra space, but the roof is provided with, for example, roof tiles or other materials.