Your group should discuss what you all perceive Conan-style magic to be, so you have an agreement before play starts. If you have someone who wants to play a scholar (or multiclass to scholar in the future), you may need to accomodate a player-friendly stance, including making sorcerer's a little easier to stomach than the strict canon.
In Howard's The Scarlet Citadel, Conan briefly teams up with a sorcerer to escape a dungeon. Though the sorcerer is far more powerful than Conan, at least it's some kind of precedent.
If you don't mind scene switching (i.e., PCs are in different scenes, and the GM switches from one scene to the next and back, preferably at mini-cliffhangers), you could also forgo the traditional party play and tie the players together through NPCs. Say, two players are rogues and scoundrels, and are trying to steal from Atlagh of the Red Eyes' demesne. They are aided by a young man, who is secretly involved with Atlagh's weird daughter (turns out she's mostyl human). The young man happens to be the scholar PC's brother. The scholar PC is learning under Atlagh, but recently discovered that Atlagh plans to kill his brother, and so the PC is now plotting against Atlagh. Combat could slow scene switching, but give the out-of-action player an NPC to fight with or something?