When you have a window or an entire house full of windows and doors, after they are fitted you will need to have them FENSA registered. Without the certificate from FENSA you will not be able to sell your house should you wish to.
However with a conservatory things are not the same. No certificate is required as it is not structurally part of the main building. In a similar manner a porch is classed in the same way. This is of course all good news for the conservatory DIY 'er as there are only the planning restrictions to worry about