Was it inside or outside where you bought it from?They are an outside plant,and
they do well in the shelter of a north facing wall or fence,preferring to be in the soil.They don't like to be in a position where the flowers get morning sun,as they can get frost burn,and go brown after a cold night.THey need ericacious compost,and plenty water,especially in the summer,as this is when they form buds for the following spring.If it was inside when you bought it,I would be inclined to wait till the icy conditions have passed,or if you have a sheltered place outside,it should be ok.
or a unheated greenhouse. Your conservatory may be too warm.

Don't plant it near foundations. When I reconstructed my house, there were camillias out the back and they had been there for years. The roots had grown under the outhouse and were destoying it. The builders had a rough time getting the roots out (and I had the bathroom built inside).