Conan doesn't belong to the Marvel Comics universe. They have distinct storylines, characters, and creative teams. There's no integration or shared continuity between them.
A lot of comics stand out for their creativity and imagination. They can take you to different worlds and introduce you to unique concepts. Also, the quality of the illustrations can be a big draw.
Detective Conan was a very popular Japanese manga. The plot was compact and full of suspense and reasoning elements. Due to copyright issues, readers in different countries or regions may not be able to see all the contents of the comics.
If you like suspense and mystery novels, I suggest you read Detective Conan's original novel. Not only did the novel have a more in-depth storyline and character creation, but it also had a lot of detailed descriptions and reasoning processes. It was very suitable for readers who liked to read.
In addition to the novel Detective Conan, there were also adapted animation works and manga works that could be chosen according to one's preferences. If you like animation, I suggest you choose Detective Conan because animation works are more vivid and interesting in terms of storyline and character creation.
First, you could start by getting familiar with the main characters and the basic storyline. You can do this by reading summaries or watching some introductory videos about Conan comics.