They don't use conduit. Splicing it is a SUPER easy task. There are two main kinds of coax, RG58 and RG6. If you go to Radio Shack, they have both kinds of ends, crimp tool, and "barrel connector". Just buy both RG6 and RG58 ends, you'll know which one fits when you try it. The barrel connector is the female to female screw on connector that does the actual splice.
You simple cut the the wire, strip it back to expose the copper center, put on a male connector, then crimp it on. Do the same to the other end of the cut. Now you have two male ends that you join with the barrel connector. Now wrap the whole thing with electrical tape to keep the elements out.
You're done. 5 minutes, less than one can of beer. And yes, if your DW asks, you did it the right way. This really is the right way to splice coax.