[Dev-C++] Why conio.h & getch()

I have installed Dev-cpp on my computer and practising C++ programs. But
what is annoying me is that I have to use a <conio.h> header with the .h
extension. Moreover, a getch() function is to written at the end of every
program.Otherwise no dispaly is shown. Why is ths happening? Why i have to
use the conio with the .h extension everytime?  MinGw is the
compiler(default) on my computer. Plz help me out.