A conductor is a material that electricity can flow through easily. Metal is one good conductor. That's why electrical wires are made of metal. All the wires that lead from power plants, to substations and transformers, and finally into buildings have metal inside them for electricity to travel on.
Water is another great conductor.
Because your body is mostly water, electricity can also travel easily through you. Electricity travels at the speed of light. You can't move faster than electricity, so you just have to stay out of its way.