Turn off the power from the main switch box of your home.
Locate the breaker box that is the source for the run of wire exposed outside your home. The breaker box should be on the other side of the wall from the exposed wire.
Disconnect the wire from the breaker box, using a screwdriver. Pull the wire through the wall from the outside.
Push the conduit tube through the wall to the outside of your residence. Keep pushing the conduit through until you only have enough of the tube remaining inside to stretch from the hole in the wall to the breaker box.
Run fish tape through the conduit tube from the inside of the home to the other end. Attach the wire to the fish tape, then pull it through the conduit to the breaker box side. This should cover the entire wire with the conduit in the process. Reattach the wire to the breaker box.
Mount the conduit to the side of the house, if necessary. You want to run the wire to the point it is needed for hookup to the external device it powers or to the point where you intend to bury the wire for extension across a lawn. Use pipe straps — small, half-circle hooks — that you can place over the conduit and then screw to the wall of your home to hold the conduit in place. Attach a pipe strap over the conduit to the wall every 6 feet, using masonry screws to attach to brick walls or siding screws for siding attachment. Create a pilot hole at the attachment point with a drill before screwing the conduit in place.
Use a conduit bender to bend the conduit around corners and to direct it toward the ground for underground transport of the wires. Run the conduit through the tube at the base of the bender, then place the conduit and bender base onto the ground. Place your foot on the footpad of the bender, then apply pressure while holding the bender handle. The foot pressure will bend the conduit slowly until you reach the desired angle. Slip the conduit free of the bender when finished and continue attachment to the wall.
Connect conduit tubes with a coupling. Slip the separate tube ends into each side of the coupling, then tighten the coupling ends onto the tubes to hold them in place.
Bury the conduit. Simply attach the end to a waterproof elbow and use the elbow to bend the wire at a 90-degree angle downward. Attach a new conduit piece to the bottom of the elbow and run it downward into the ground to a depth of 18 or 24 inches. Use the lower depth for larger wire bundles instead of a single wire at the higher depth.
Dig a trench at the conduit level with a spade, leading to the wire destination. Bend the conduit at depth level to run it horizontally through the soil to its destination, then reverse the process at the other end, raising it from the ground to connect the wire to its destination object. Bury the conduit once the connection is completed.