If your conservatory meets the requirements for classification as a building regulations exempt structure, you don't need to meet any particular thermal standards. (See Do I need a building regulations application for my conservatory to find out if that's the case.)
If it isn't classed as an exempt structure (usually because you want to remove the doors between the conservatory and the house or to extend your central heating system to the conservatory) you will need to meet the standards set out in Approved Document L for extensions (L1B for existing dwellings). This can be problematic if you have a substantially glazed structure.
You will be asked to prove the thermal efficiency of your frame, floor, walls and glazing and may have to supply heat loss calculations or even upgrade your existing home thermally to compensate for the amount of glazing in your conservatory.
If your conservatory has an insulated solid roof it won't be classed as a conservatory and will not be an exempt structure.