There are many inns available in Conch and other towns where a character can rest for a small fee. Simply speak to the innkeeper to pay the fee and go to one of the rooms (usually upstairs). Free resting sites may be available in faction bases, hidden areas and DMs occasionally provide free rests during extended events.
To rest in the wilderness a character must possess a bedroll and use some dry tinder (which can be either purchased or found) to create a campfire.
Note that this is not possible everywhere. If enemies are close or you are on an urban or dangerous map (such as a dungeon or scripted quest area) you may not be able to rest in this way.