If you use a metal conduit you have to use individual conductors (THHN/THWN) as the Romex wires are not rated to be used outside the sheath like that

Thanks. Can I use romex if I leave in the sheath?

Yes you can but it will harder to pull through the conduit and you may have to use a larger conduit or derate the conductors

With some exceptions, the metal conduit serves a the equipment ground so there is no need for a ground wire. In that scenario you need to use self grounding devices in firm contact with the metal junction box or use a short pigtail from the device to the box.

Of course, if you are a belt and suspenders kind of guy, you can run a separate ground wire and treat it like you would with non-metallic cable.

"strip the outer jacket of a romex cable and put these conductors in the conduit. "

The individual wires in NM are not marked as to type, so they may not be used for other purposes.