I've not been on Conquest but generally Carnival ships have a couple of stations on the TV that play easy listening/smooth jazz type music and show beach scenes of the ship webcam.
As others have said their are no CD players or radios. I'm afraid these things "walk off" too easily. Besides it is tough to pick up a radio station when you are out to sea.
A Bad Day At Sea [with power] Always Beats A Good Day At Work
Carnival: Glory 2004, Destiny 2008, Splendor 2009, Freedom 2011, Valor 2012, Dream 2013
Celebrity: Summit 2011
Princess: Ruby 2010, 2014, Caribbean 2013, Coral 2014, Regal 2014