Hi Fabian,

yes you can import your ROI in MNIspace in the setup of CONN. 

If you plan a group analysis, you need to normalize you subject images in the MNI space (with fmriprep before import in CONN or with the 'preprocessing' step inside CONN). Then your images will be in MNI space and so in the same space as your ROI. 

if you plan to make only 1st level analysis (meaning at the individual level) you don't need to normalize subject images. but your ROI should be import in the subject space. I don't know if you can do it inside conn.

hope it helps,

Isabelle