How do you write a story include conflict characters and setting?

There isn't really one specific way to write a story - it depends on the writer and how they best produce their work. Some people like to plan the whole thing start to finish and stick strictly to that direction and others prefer to plan chapter by chapter (depending on the length of your story). I find personally the best way to write is to take a bunch of ideas and get them written down on paper and just write what you feel works for that - if you find yourself hitting blocks then its not right for what you need. I also find its really useful to have somewhere to jot down any ideas you come up with while writing because sometimes things just flow on and you don't want to forget them.

Conflict - there are many ways of writing conflict but they all follow the simple idea that there is a build-up to the action (this could be some foreshadowing, an argument or threat from earlier in the storyline etc) have the conflict take place and then either end with a cliff hanger or show the aftermath. In my stories I tend to cut chapter somewhere in the build-up to create some suspense for the reader but I wouldn't advise doing this every time else your story will become predictable.

Characters - only stick to a few main characters otherwise the storyline becomes too complex for the reader to follow - additional supplementary characters are fine as long as they don't take over. A way I use to create my characters is what I'd call a "person map" where I draw out all the aspects of my character that could be important to the story (for example Harry Potter - brave, slightly arrogant, very dependant on others support to push him forward, reliable) so that I can see them for reference. Also take into account the characters past - although this may not be revealed to the reader it's important for you as a writer to understand how the character has developed and how this could affect their reactions to certain situations.

Setting - again with the setting, keep it simple. The story shouldn't jump around to 100 different places and times. The easiest way to write is to pick a set number of time zones and a set number of places (for example in the Great Gatsby there is 1924 and 1926 -If my memort serves me right- and place wise there is East Egg, West Egg, New York City&The plaza and then "The Valley Of Ashes"). Try to keep it consistent and when describing the place take into account the mood of the character talking or if that is the narrator consider how you'd like the reader to feel about the place.

I hope this helps, good luck writing! Best advice I can say personally is to just let it flow.