Can anyone track a conversation between themselves and another person.. locally and/or in another state... can the conversation be heard and can it tell someone who called who from where to where?

Cell phones use radio waves. People can listen in, but its not easy. They would have to know exactly what cell towers you are using to try to intercept the call.

After the fact, your carrier can tell where you called from, at least to the nearest tower.

can anyone track a conversation between themselves and another person..locally and/or in another state...can the conversation be heard and can it tell someone who called who from where to where?
Equipment exists that can do such a thing, but you cannot get it unless you're a government agency responsible for law enforcement. I do believe that you would have to use it near the tower of one of the calls. The cell phone company can determine the tower.

Wire-tapping has also been designed into the systems at the provider's end as well.

So there are two mechanisms.