Having a pillow under buttocks while having sex help in conceiving?

Not necessarily. Unless the pillow is used for comfort during intercourse (i.e. Without it, sex would be difficult to do), it is unlikely to affect chance of conceiving.
Pillow. Pillow does not matter, since if all is fine sperm is very active and will swim to were it need to go in just a few second.
No help. When a woman is lying flat the vaginal canal is tilted down to collect the sperm in a pool around the cervix. Your body is built to get pregnant so you really don't need to do extra maneuvers. The sperm enter the body very quickly also and the uterine contractions help. Research showed inert micro-beads got to the ovary in 5 minutes. Good luck with your efforts.