If it is a research paper, yes, you must have a methodology section. Book reviews, position papers, etc., do not have a methodology. Every paper ends in a conclusion.
Though it depends on the type of review a manuscript intends to present, it could be recommended that a review manuscript include a methods section that elaborates on the inclusion/exclusion criteria, information sources, data collection/extraction, synthesis methods, and procedures against publication bias, among others. Here is an article that dissects various types of reviews.
Grant, M. J., & Booth, A. (2009). A typology of reviews: An analysis of 14 review types and associated methodologies. Health Information & Libraries Journal, 26(2), 91–108. https://doi.org/10.1111/j.1471-1842.2009.00848.x
Review papers rarely include a method section since they do not report on original research. Instead, review papers summarize and evaluate the findings of previous studies in a specific field, and the article's main body is structured based on the themes and topics that emerge from the literature review.
While it is not mandatory to include a conclusion section in a review paper, it is considered good practice to summarize the main findings and a discussion of their implications. The conclusion should highlight the key insights or gaps in the literature, provide recommendations for future research, and discuss the broader implications of the findings for the field. Including a conclusion section can help readers to better understand the significance of the review, and to identify key takeaways from the article.