Whether you practice yoga or not, conscious breathing is something that you can easily incorporate into your daily life.
In yoga, we learn to breathe in ways that facilitate our practice, protect our bodies, and quiet the internal noise of the mind.
Breathing is an involuntary function, it can be a mental shift to think consciously about every breath you take. You don't need to shift into conscious breathing overnight, but slowly begin to bring more awareness to your breath.
Start by breathing in and out through the nose, not the mouth. This practice will ensure cleaner air, because the nose functions as an air "conditioner" by humidifying and filtering inhaled air. In contrast, when you breathe through the mouth, the air that enters the body doesn't gain the benefit of this filtration process, so it may be drier and contain more pollutants.
As yogis say, "The nose is for breathing, the mouth is for eating."