Composers write the music, musicians play the music, and conductors wave around a stick to keep the musicians playing the composition at the right volume and tempo, and to make sure the different sections of the orchestra (the different groups of instruments) come in and out at the right times.
Try coordinating all that without a conductor and it’d be a crazy cacophonous mess…
Fun fact, if you’ve ever watched a string quartet performance, the first violinist basically conducts the other three with their body and bow while playing. Most people have some natural tempo, but keeping multiple people on track usually requires visual queues and well-timed breathing.