Conduits and cable trays help to protect and arrange wiring.
Even if they're hidden inside wall cavities, it's important to keep electrical cables neatly arranged and protected. This helps with installation and maintenance, not just of cabling but also with things like insulation and plumbing, among others.
Conduits are sheaths or tubes that wiring is run through to provide it with physical protection. Electrical installations also have a tidier appearance if conduit is used. Conduit isn't often used in basic domestic installations, simply because of the cost it adds. In old installations, metal conduit was used with the conduit itself earthed at the switch box. These days plastic conduit is more commonly used. The number of wires that can be run through a conduit depends on the permissible safe temperature rise of the wires.
Like conduits, cable trays are not usually part of a domestic installation - they're more often found in commercial or industrial installations. Cable trays, being open, have much better cooling than conduits. Some Smart Wiring installations or other complex home automation
or home theatre setups may use cable trays to help manage wiring.