Since you didn't indicate a specific story, I can't give you specific answers.
In general terms, definitions for the terms you listed are:
The conflict is the reason for the story. There is a problem to be solved, a disagreement between characters, a challenge to be overcome. The situation that is the basis for the action is the conflict.
The protagonist is the lead or most important character of the story, frequently but not always the hero/heroine. The antagonist is another major character, but is working against the protagonist. This may mean one person (protagonist) actively fighting against another person (antagonist) or it may mean one character fighting against something else. In Moby Dick, protagonist Captain Ahab is fighting an antagonist great white whale.
The theme of any story is the main idea of the story. Sometimes the theme is a message that is being illustrated or conveyed through the telling of the story.