Is the party who won the province version of the Conservative Party
No. CAQ is a moderate right-populist Quebec nationalist (but not, at least openly, pro-independence) party. There is no close equivalent to the Conservative Party provincially in Quebec.
There are not moderate by Quebec or general Canadian standards. Their platform included Tim Hudak-style austerity with anti-immigrant populism.
The CAQ is something like the heir of the old ADQ, which was a right-wing populist party. If I'm not wrong the CAQ is more moderate than the ADQ, but not necessarily moderate in the context of Quebec and Canada. Right?
Also, I think there is a small provincial party called PCQ. Maybe that party is the equivalent kf the federal PC, if only for the shared word "conservative".