Console has an option to allow it to snap to desktop edges, so if I need to move it somewhere, I can do so without it going beyond the desktop boundaries. Is there a similar option in ConEmu?
No, ConEmu only has "Bring here" item in System menu. It allows to "reveal" ConEmu window, if it was unexpectedly disappear from desktop (for example, some external tool moves it outside of desktop work area)
Upd. Implemented in 120701. «Features» -> «Snap to desktop edges».