You do not put a patch between the powder and a conical. Now alot of guys use a "wad" between their powder charge and conical. But a "wad" is thicker and closer to the bore diameter than a patch is.
I normally try a conical without a wad first. Then when you are looking for an accurate load a wad can be a good thing to try. Some people lube the wad, and some don't. Personally I do not. But you can buy them pre-lubed. And the pre-lubed wads are fairly dry. That might be a good one to try first. I just know a guy who cuts mine for me from felt.
Buy a couple of cans of good old Black Powder and a powder measure, and have at it. Tom.