Of course if you have a box with walls at non-zero temperature, you'll have a "photon gas" inside. This must be so, because that's what comes out analyzing the equilibrium state of the system consisting of the box and the electromagnetic field. The result is the Planck radiation law for the energy spectrum of photons (which is the right distribution to consider in this case, because it can be defined in a Lorentz-covariant way).
The equilibrium comes about by continuous absorption and emission of photons by/from the walls. The rate of emission and absorption is the same, i.e., on average the mean photon-number density (which is for a given reference frame equivalent to energy density of the em. field) stays constant. Since photon number is not conserved the only possible equilibrium state is the canonical ensemble, and that's why for an ideal cavity the energy spectrum of the photons is a universal function of temperature only. That's why Planck was so eager to find the solution to this most puzzling problem of physics in his time (he worked on the problem for more than 10 years, before he found the solution in 1900 in terms of discovering an entire new theory, which later lead to the development of quantum theory in 1925).
A "heat conductor" is any material that admits the exchange of (thermal) energy with the environment. Of course, to get a good thermal equilibrium you have to make all the walls to be at the same temperature and thus the photons in the equilibrium state at this given temperature. If you heat up one wall more than the others, it's not an equilibrium situation anymore, and you have effectively an energy transport from the hotter to the cooler walls, i.e., the system tries to get into thermal equilibrium by exchanging thermal energy, and the flow is mostly from the hotter to the colder walls (2nd Law of thermodynamics). If the box is evacuated the main mechanism is indeed radiation, i.e., on avarage the photon-emission rate at the hotter wall is larger than the emission rate at the colder one. If the conducting wall is coupled to a heat bath through this energy transport through the radiation field also the non-conducting walls get heated up to the same temperature, until equilibrium is reached again.