To conceptualise means to form an idea and may or may not refer to something that requires creative input. However, conceptual art is a recognised movement in the art world and the terms 'conceptual', 'conceptualise', and 'conceptualising' are common within it. When requested to conceptualise one's creativity, one is required to explain how one's thought processes developed to reach a creative outcome. Put another way, one is required to explain and discuss the original idea that inspired the art work. This is a very common practice within the art world as art cannot exist without a proper idea behind it.
To realise one's creativity refers to discovering that one is indeed creative or capable of creating. This can relate to anything that requires some imagination. One can realise one's creativity in daily activities or when attempting something new, like attending a workshop on creating something.
To be creative simply means to be one that can create things that are pleasing or of artistic value. There is no limit as to what creativity can be and does not need to be limited to an idea or concept.
You can remember that "concept" means "idea" and therefore "conceptualise" means to "explain the idea" and "conceptual" means "based on an idea".