The school of conjuration is defined as the art of summoning creatures or items from another plane.

Daedra and undead are easy enough to explain - but where do animals that are summoned using conjuration spells come from?

In Skyrim, these "familiars" are depicted as ghostly forms. Are animals actually summoned from Tamriel itself, or from another plane - and if so, which? Are they even technically animals? Or are they undead animals? (AFAIK Skyrim considers wolf familars to be both "animal" and "daedra" in the CK - how can they be both?)

The forest.

...

Or the Soul Cairn. I'd put my money on the latter.

In the older games, I had always assumed they're being merely called from the wilds, and them actually appearing before you is a gameplay mechanic. The familiars (And their exploding counterparts) are a different story, though.

Anywhere. Based on our understanding on Conjuration, you CAN SUMMON THINGS FROM THE MORTAL PLANE. The whole idea that all conjuration is Daedric is simply false, although most conjuration —especially at a high level— involves the Daedra