America
The 'conker tree' is also known as the 'horse chestnut tree'.
Conkers come from the horse chestnut tree (Aesculus hippocastanum), which is a deciduous tree known for its large, distinctive leaves and spiky green fruits.
The north pole, along with penguins and ducks
chestnut trees
Chestnut is a color and not a breed. Most breeds of horse come in chestnut along with many other colors. So yes Chestnut horses can come from America, but they also come from everywhere else.
If the question is "What tree do conkers come from?" then the answer is Aesculus hippocastanum the Common Horse Chestnut.
Shires can come in Black, bay, brown, chestnut and grey.
They come in Grey, bay , Chestnut, Brown, Black (very rare), and sometimes roan.
The buckeye is also called a horse chestnut, red chestnut, or white chestnut. It is the state tree of Ohio and people from that state are called Buckeyes. Native Americans used chestnuts to stun fish because the seeds are poisonous.
Arabians come in most colors, including grey, black, brown, chestnut, and bay. No palominos or pintos.
Conkers, which are the seeds of the horse chestnut tree, typically begin to appear in late summer to early autumn, around September to October. The trees produce large green spiky husks that contain the shiny brown seeds, which fall to the ground when they ripen. The exact timing can vary depending on the climate and specific location.
It depends what you mean by "brown." A bay horse can come in just normal bay or dark bay. As obvious in the name, dark bay is the really dark brown, and bay is lighter, but over all chestnut is the lightest colour of brown. So, without confusing you (more than you probably already are :-P) you can tell the difference by how light the horse is. If the brown is really light then it is clearly a chestnut. If you search on Google Images, "Bay horse", "Dark bay horse" and "chestnut horse" you will be able to see how the different colours vary. But over all, try to remember that really light- Chestnut, Darker- Bay and really dark- Dark bay. Sorry if I confused you but I hope I helped =)