A conceptual paper addresses a question that cannot be answered simply by getting more factual information. A purely conceptual question is one to which factual information is not even relevant.
Some issues involve both conceptual and factual issues.
A conceptual paper may address such an issue, but the central thrust of the paper is not to present dispositive factual information, but instead to present arguments that may either be based upon broadly accepted facts or may proceed from factual assumptions. Obviously, it would also be possible to address both the factual and the conceptual issues in the same paper. For this course, however, I want you to avoid doing that, if for no other reason than that I have no idea how to evaluate your empirical claims.