This is not a trade skill question, but I'll help you out.
Over on the left menu, there is a link "Item Sets..." under the Items heading.
http://wow.allakhazam.com/db/itemset.html
You can find the Conqueror's Battlegear set listed on that page. No mob drops the items. Instead, they are rewards for turning in various items. Click each set piece icon to see the "Reward from:" quest link which will tell you what NPC gives the quest, and what items are needed.
FYI to save you time, this particular set comes from gathering items in AQ40.