Key Idea $\ $ Conjugation $\rm\:x\mapsto \bar x\:$ preserves $\rm\:\color{#c00}{sums\,\ \&\,\ products}\,$ and $\rm\:\color{#0a0}{fixes\ coefficients}\in\color{#0a0}{\Bbb R}.\:$ Thus by induction it commutes with polynomials $\rm\ \overline{f(w)} = f(\overline w),\ \ f(x)\in\color{#0a0}{\Bbb R}[x],\ $ having all $\,\rm\color{#0a0}{real}$ coefficients, since such polynomials are compositions of said basic operations. $ $ Explicitly
$$ \begin{eqnarray}
\rm \overline{f(w)}\:
&=&\rm\ \ \overline{a_n w^n +\,\cdots + a_1 w + a_0}\\
&=&\rm\,\ \overline{a_n w^n}\, +\,\cdots + \overline{a_1 w} + \overline a_0\ \ by\ \ \ \color{#c00}{\overline{x+y}\, =\, \overline x + \overline y}\ \ \ \forall\ x,y \in\! \Bbb C\\
&=&\rm\,\ \overline a_n\, \overline w^n+\,\cdots + \overline a_1\overline w + \overline a_0\ \ by\ \ \ \color{#c00}{\overline{x\, *\, y}\, =\, \overline x\, *\, \overline y}\ \ \forall\ x,y \in\! \Bbb C \\
&=&\rm\,\ a_n\, \overline w^n + \,\cdots + a_1 \overline w + a_0\ \ by\ \ \ \color{#0a0}{\overline a = a}\ \ \forall\ \color{#0a0}a\in \color{#0a0}{\Bbb R}\\
&=&\rm\ f(\overline w)\\
\rm So\ \ \ 0 = f(w)\! \ \Rightarrow\ 0 = \bar 0 = \overline{f(w)}\:& =&\ \rm f(\overline w),\, \ \ \text{i.e. $\ \rm w$ root of $\,\rm f\,\Rightarrow\,\bar w$ root of $\,\rm f$}\quad {\bf QED}
\end{eqnarray}$$
Generally it fails if $f$ has non-real coefficients, e.g. $\,\bar w\,$ is a root of $\,x-w\,$ iff $\,\bar w = w,\,$ i.e. $\,w\in \Bbb R.$