A conflux is a magical travel station, where one may legally cross country and world borders with spells. However, in the oldest and most technical sense, it still stands for a place of meeting.
The Christmas Dragon is the first place we see Conflux, and Katie explains it this way:
Those with magic in their blood always know where a Conflux is. It pulls us, even the “us” who don’t know they’re not purely human. Have you ever been pulled in a direction for no reason you could understand, or even felt better just facing that way? Maybe you had time to wander in that direction for a while, following some wordless urge, only to find nothing to explain your desire. You were probably being called to a Conflux. I’m sorry you didn’t find it. They’re a hell of a thing. From the outside, they’re usually innocuous — a shed, or a nasty-looking bus-stop nobody would want to stand in, or an outhouse that some construction company evidently left behind. It’s carefully warded; no one among the Ever-Dying wants to go near these things, not even for something illegal. My nearest Conflux looked like a funky little hunting shed, long-abandoned, with the door missing and animal-droppings everywhere. I ducked inside, stepping carefully (the dung was real), and tapped my wand-tip against the floor. Like an old-fashioned turntable, the cabin started to spin. The cabin, not me. Undisturbed, I tucked my wand back in my bag as the cabin picked up speed, whirling faster and faster until everything blurred. Right at that moment, lights blazed into existence. The spinning walls and ceiling smoothly pulled away, expanding, brightening, granting ever-slowing glimpses of fancy molding and marble columns. People (human-looking and otherwise) walked the suddenly-marbled floors as if they weren’t wildly spinning around me, and vertigo briefly stole my balance. I closed my eyes, waiting for it to slow down, and when I opened them again, I’d arrived. Warmth and happy seasonal smells greeted me, with hints of pine and cinnamon and something that might have been cranberry. Light marble columns and walls kept it feeling open and airy, regardless of the crowd and the complete lack of windows or doors. Booths built into the distant walls boasted gold scrolling along their eaves and sales reps who managed to look like they wanted to be here. In spite of all this, the lines were horrifying, stretching all the way to where I stood at the point of arrival, and even with magic, nothing was moving very fast. Dang. Holiday travel sucks, no matter where you go.