There are a number of reasons to use commas in writing, and some of them do not involve using a conjunction afterward. The instances in which we do use a conjunction include sentences composed of two independent clauses. The clauses are separated by a comma and a conjunction, and if the conjunction is omitted the resulting sentence contains a comma splice error (the common name for a comma splice is a "run-on sentence").
Some occasions in which a conjunction is not used include lists of three or more items separated by commas, two or more adjectives in a sentence where the order of the adjectives does not matter, and introductory words such as "well," "yes," or "no." The tricky part is when a sentence is begun with a dependent clause followed by a comma, no conjunction, and ended with an independent clause. An example of this kind of sentence might be:
"After I watched the movie, I went home to clean the kitchen."
I've included a link to a helpful page about comma usage.