The configuration file(s) is placed:
CONFIGURATION SETTINGS
Default configuration file location is $HOME/.conkyrc or
${sysconfdir}/conky/conky.conf. On most systems, sysconfdir is /etc,
and you can find the sample config file there (/etc/conky/conky.conf).
You can copy
/etc/conky/conky.conf to
$HOME/.conkyrc and after that edit it.
Lee2010 proposed you change there the line
own_window_type desktopto
own_window_type normal.
This way you will have it like a normal window. You can change its transparency and other things by editing this file. Type
man conky in terminal for instructions and look especially at the "own_window" options.
Here's is a section of my .conkyrc
own_window yes
own_window_class Conky
#own_window_argb_visual yes
#own_window_argb_value 0
own_window_type normal
own_window_transparent yes
own_window_hints undecorated,belowYou can see the differences made by your changes in this file instantly while conky is running, just save (Ctrl+S) and observe.