Okay, so you're talking about the Third Age.
Well, I don't think there were enough Elves or Dwarves around to do any conquering to speak of- Gondor, however, is another matter. At the height of its power it *did* dominate Harad: "[Hyarmendacil's] armies utterly defeated the Men of Harad, and their kings were compelled to acknowledge the overlordship of Gondor." "...the kings of the Harad did homage to Gondor, and their sons lived as hostages in the court of its King." (Appendix A.). However, I don't think there's any hint that Gondor actually set up colonies there.
As for wars between the Haradrim and the Easterlings- well, we can't know anything about that, because the story is concerned with the west of Middle-earth. Again- you're asking for information that isn't there.
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"Even Nerwen wasn't evil in the beginning." –Elmo.
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