... and I have used the principle of making the conservatory using walls...
I have not got to the roof yet.

There's more ways to Rome so if that works for you that's great.

A little trick for your roof if you are using standard windows:

You can't tilt windows because they are made to snap into a wall. But you can export a window and import it again as a regular object. Don't check the "Door or window" checkbox when you import. That way you have a window you can tilt for your roof.