A paper submitted to a conference? Do you mean an abstract? If it's an abstract, it's not considered a paper since it isn't peer-reviewed. You can just put "submitted" in place of the volume and pages.
For actual manuscripts, if they are submitted for review, list them as "submitted," if they have been reviewed and accepted, but are not yet published, then they can be listed as "in press."
For someone who is still a student or post-doc, it is also acceptable to include a section on your CV of "Manuscripts in Preparation." Once you're past the training stage, though, and should have an established track record of publications, you shouldn't include those still in preparation anymore. It's basically a way of showing that you've been productive while training and what you plan to get published when you are at a stage of your training when you have very few publications already accepted.
Though, the best advice you can get will be from your research mentor who can guide you on any idiosyncracies of the specific field you're in.
