Discourse markers can indicate sequence (first, second), contrast (however, on the other hand), comparison (similarly, likewise), cause and effect (therefore, as a result) and more. They guide the reader through the text by organising the writer’s ideas.
See this useful overview of discourse markers in the Cambridge dictionary which covers how they are used in both written and spoken English.
Conjunctions such as and, but, so, because, etc. connect sentences, clauses or paragraphs, which helps the reader understand the relationship between different elements of a text.