A good explanation is provided in the following lecture, in particular see chapter 4.2.6 Convolution of two finite-duration signals using the DFT
It basically boils down to pad the input signals with enough zeros:
using FFTW, DSP, Plots; gr()
Δt = 0.004; # sampling period (s)
t = collect(0:Δt:1.0)[1:end-1]
N = length(t)
f1, f2 = sin.(2π*15*t), sin.(2π*5*t)
f1p, f2p = [f1;zeros(N)], [f2;zeros(N)]
fconv_tda = DSP.conv(f1p, f2p)[1:N]
fconv_fda = ifft(fft(f1p).*fft(f2p))[1:N]
plot(t, fconv_tda,lw=3,lc=:red, xlabel="time /s",ylabel="Amplitude")
plot!(t, real.(fconv_fda),ls=:dash,lc=:black,lw=2)
