Hmm. I'm not actually sure whether you'd have to be outside. It would depend on what sort of glass you had in your conservatory I think (says the girl who tans through tinted windows--so SOMETHING must get through). You'd have to check. But, I think Akki14 is basically right in saying you can't get "enough" sun that way, but it might still help to lift your mood and make you de-stress.
I also take vitamin D supps, because my family has a history of deficiency (for us, it's a genetic condition that means we just don't make enough--even when living in SoCal!), and it does help and I'd have to second the exercise--as long as I run at least a few times a week, I feel much, much better.