I have a cold water pipe running undermy conservatory and running
outside of my conservatory wall. now that the winter is coming i am
concerned that it will freez and split. Its a copper pipe with no
insulation at the moment.

I'd probably pull in PEX and be much less worried about freeze-fracturing.
http://www.ppfahome.org/pex/faqpex.html

Otherwise, you can wrap all exposed pipe with heat tape and hope, or cut off
water to that pipe and drain it (don't leave water in the pipe over winter)