Build the ground floor walls.

Add the wallpaper and windows.
Add the transparent floor over the room which will become the conservatory.

The floor tile is distributed with kind permission of Caro's Sim Kagen.
To make it easy to add or move Build Mode plants, you could delete one section of wall on the ground floor.
... and complete the walls and roof.
Note: Because you can't see these floor tiles, it is easy to forget they are there if you later decide to remove or alter the building.
The roof pieces are in the Miscellaneous category. Each corner is made from two objects. Flip each corner object to find the right orientation.
Finish off the floor with your choice of tiles
Fill the space with a fake window which you can download here:

Fake Window (82k)

Note: The fake window which you will find in your Miscellaneous category, is 'droppable'. Be warned — if you place this window while your game is in 'walls down' or 'cutaway' mode, you will not see it until the walls pop back up.
Plant your conservatory with trees, groundcover and bushes to make a cool, green room.