Does electrical wires on exterior need to be in conduit?
In the US -- the general rule is that outdoor rated cables (MC, SE, and sunlight-resistant UF are the only ones you'll see in residential work -- AC isn't allowed in damp/wet locations, nor is NM of course) can be run in the open provided they   cannot be subject to physical damage -- if your cable is running anywhere where people can run into it, mow it, whack it, or trip on it, you'll need to install your wire (THWN) or cable (there are no Code objections to pulling intact SE or UF through conduit, although it may annoy the next electrician who works on it) in RMC, IMC, schedule 80 PVC, or RTRC-XW to provide protection from said physical damage, as per NEC 300.5(D)(4):


  (4) Enclosure or Raceway Damage. Where the enclosure or raceway is subject 
  to physical damage, the conductors shall be installed in rigid metal conduit, 
  intermediate metal conduit, RTRC-XW, Schedule 80 PVC conduit, or equivalent.