In case you don't already know this, those would not have been the real first names of the people whom you mentioned. They are latinized versions, which were used in parish registers by some priests. Their real names would have been the following (with the likely original Irish forms in parentheses, since at that time the family might still have been using their Irish names, at least among themselves):
Mary (Máire) Lilly
John (Seán, or possibly Eoghann) Lilly
Brigid (Bríd) Conaughtan
Margaret (Máiréad) Lilly
Winifred (Úna) Lilly
I'm mentioning this, because if you find later civil records (from the 1860's on), they will not use those latinized names, and will probably use the anglicized forms..
(Mac) Lilly was an anglicized form of the Irish surname Mac Ailghile, possibly form the words ail ("stone") and geal ("bright" or sometimes "white"), although the derivation is uncertain. They were a branch of the MacGuires, originally from Fermanagh (not too far north of Roscommon, in what is now Northern Ireland), and the name was also sometimes anglicized as MacAlilly, which is a bit closer to the Irish pronunciation.
(O') Conaughton is an angicization of the Irish surname Ó Connachtáin, which originated in Sligo before the family migrated to Roscommon. The name is derived from the name of the province of Connacht, which in turn is named for the eponymous ancestor of the people of Connacht, Conn of the Hundred Battles.
The parish registers for Tibohine which are available online go back to 1833, so you may be able to find further records. They're available at this link: https://registers.nli.ie/parishes/0558
There is some online information for the civil parish of Tibohine at this link: https://www.townlands.ie/roscommon/tibohine/
The boundaries of the civil parishes and the Catholic parishes were not always the same, and from what I can see, I think the civil parish of Tibohine only covers the northern half (or 2/3) of the Catholic parish. It looks as though the civil parish of Castlerea(gh) covers the rest of the Catholic parish (or at least most of the rest), and you can see more info about that civil parish here: https://www.townlands.ie/roscommon/castlereagh1/
In each case, you'll see a list of the townlands within the civil parish. The Catholic parish register will often indicate the townland in which the family of the baptized child lived, so if you can locate that, then you'll be able to find more info about the townland though the links in the pages listed above for the civil parishes.