In Esperanto, as in other languages, there are coordinating (konjunkcioj) and subordinating (subjunkcioj) conjunctions.
Examples of coordinating are:
kaj – and, aŭ – or, sed – but, eĉ – even, nek ... nek – neither ... nor, etc.
Examples of subordinating are:
ke – that, se – if, ĉar – because, kvankam – although, etc.
It is also possible to use relative pronouns.^[27]
There is nothing interesting on conjunctions from morphological point of view. For more information see PAG §123 and §124 or PMEG (http://purl.oclc.org/NET/pmeg/pmeg10/kvq.html)

^[27] See chapter 3.6 Correlatives.