Legendaries are in Pokemon Conquest like any other game, but they are much harder to get. Only one Warlord has a Good Link with them, and usually, they have to evolve with them. Here is the list of Legendaries, their location, and the requirement for them.
Reshiram[]
In order to get Reshiram, you must first download the Wi-Fi event "Hideyoshi & Reshiram." You have to have Happily Ever After as your current story, and be at least in April of Year 1. Once this happens, the Shrine of Truth temporaily appears in Ignis as a venue for facing Reshiram. Reshiram is Hideyoshi's perfect link.
Articuno[]
In order to get Articuno, you must complete the story Tragic Determination, and get Nixtorm's Snowy Mountain and Sky Garden to level 3. Once this occurs, the Icy Peak temporaily appears in Nixtorm as a venue for facing Articuno. It is Mitsuhide's perfect link.
Mewtwo[]
In order to get Mewtwo, you must upgrade the Snowy Mountain in Illusio to level 3 (the Snowy Mountain appears after upgrading the Floating Rock to level 2). When this happens, the Mystery Rock temporaily appears in Illusio as a venue for facing Mewtwo. It is Kenshin's perfect link.