Assuming you're installing single mode fiber...
The other answers would have been correct many years ago, but developments in optical fiber technology have come a long way. Construction grade fiber is widely available now that is rugged and robust enough to be laid down like normal building wire. You can staple it, pull it tight around sharp 90-deg corners, and even wind it around pipe without any signal degradation.
Conduit is an option also, but it is absolutely not necessary any more - just make sure to buy the correct grade of ruggedized fiber for domestic construction applications and you can absolutely just run this like any other wire in your house.
You're more likely to break non-rugged fiber just trying to install it, to be honest, particularly if you're not experienced with fragile fiber - the rugged stuff you can't kill without a lot of dedicated neglect and abuse. It's made for builders with hard-toe boots, work gloves, power staplers, and thumbs bigger than their hammers.
If you're building a multimode network that's a different story altogether. I wouldn't invest in building multimode fiber into a building at this point. Go SMF - it will last forever. MMF - conduit, because you'll want to replace it at some point. At that, the extra you'll spend on the conduit and more-expensive multimode fiber would pay for the SFP+ SMF modules, so it seems silly to go cheap here. MMF is dead. I wouldn't bother investing in it at this point. It's not like you're a datacenter and have to shave every dollar off of thousands upon thousands of endpoints.
This isn't to say that you can't put plain SMF in a conduit, though - it does let you add more lines in the future, so that's always a plus, but as long as your SMF doesn't break you should never need to upgrade it - it will be good for 10GBit, 100GBit, 1000GBit, and whatever comes after that.