Consider a 3-space with orthogonal coordinates T, X, S and signature + - -. Consider the rotations in this 3-space, which form the group SO(2,1), and their actions on the unit hyperboloid T2 - X2 - S2 = 1.
Parametrize points on this hyperboloid with coordinates x, s whose relation to T, X, S is
T - X = ex
T + X = s2 ex + e-x
S2 = s2 e2x
(By substitution, one can verify that for any values of x and s we have T2 - X2 - S2 ≡ 1, which lies on the hyperboloid.)
Now consider the action of SO(2,1) on x and s. One of the rotations, a boost in the T,X plane, amounts to a translation in x and a rescaling of s:
x → x + c
s → s e-c
Another, a rotation about the null direction T - X, is a translation of s,
s → s + c
Ok, now generalize this to any number of dimensions. Replace the original S2 everywhere by Ʃ εi Si2 where εi = ±1. (This is the line element in an n-dimensional space with signature determined by the choice of εi's.) We are now looking at the unit hyperboloid T2 - X2 - Ʃ εi Si2 = 1. The parameters x and si
T - X = ex
T + X = Ʃ si2 ex + e-x
Ʃ Si2 = Ʃ si2 e2x
and the transformations
x → x + c
si → si e-c
and
si → si + ci
Thus we have a rescaling of the si's and a translation of the si's, which, together with rotations among the si's, produce the conformal group in n dimensions.
This shows explicitly that the transformations in the rotation group SO(n+1, m+1) map to those in the conformal group C(n,m).