Hello and welcome to the WeMod community. 
Where did you get your copy of the game from?
Make sure you’re using MrAntiFun’s trainer, which was updated just over 2 weeks ago: Conan Exiles Cheats and Trainer for Steam.
The one made by STiNGERR isn’t as up to date.
Click the down arrow next to the Play button and make sure the path to the game .exe is correct. Then launch the game first. When on the main menu alt+tab to WeMod and press play.