There are some information in the directory where you install(unzip) conn.

In my case,
~/conn/rois/  is my conn installation directory.
If you look at this directory, you may see several files such as text, images and NIFTi files regarding atlas and networks which CONN uses.
For example, if you open 'atlas.info' file you can see the rules that CONN used to define ROI.
(Because I'm using linux, 'cat' command works, but I don't know in MAC...)

As written in this file, CONN uses the Harvard-Oxford Atlas for both cortical and subcortical atlas.
For more information, you have to read 'atlas.info' file because there are reference paper.
That paper would give more information I think.

Good luck for your research!