Due to limitations in Mozilla's key handling, Conkeror needs to know about your keyboard map in order to handle keys properly.
There is a default table for US keyboards, but if you have another type of keyboard, (for example a French one), you will need to configure Conkeror for that keyboard.
You can do this with the keyboard setup utility in Conkeror, accessible via the command-line option:
conkeror -keyboard-setup
or from inside Conkeror via:
M-x keyboard-setup
Detailed instructions are provided.