A conlang is a language that didn't evolve naturally, but was constructed from scratch, usually to develop imaginary cultures, to explore specific thought patterns, or to enhance communication.
This includes the languages of people such as Elves in Tolkien's books or Klingons in Star Trek. A conlang can also serve research or philosophical purposes, like the extremely complex Ithkuil, the logical Lojban or the simplistic Toki Pona. Or, of course, it can be an attempt at creating an universal language, such as Esperanto or Globasa.
A simple way to create a conlang is to start with a relex.