Yes it does

Yes, you can add beast forms to your Wild Shape repertoire of beasts seen by casting conjure animals. The spell explicitly says the conjured creatures literally are beasts, and a creature of the type beast is all Wild Shape needs you to see in order to add its form to your repertoire.

Though someone might by tempted to quibble that they're not real beasts because they're really fey spirits clothed in the shape of beasts, look at it this way: First the Druid conjures a bunch of spirits that take on the form and behaviour of the real beasts they look like. The creatures so conjured proceed to behave and look exactly like the real thing. What better opportunity is there for a shapechanger to learn a new form to wear, than to see a nature spirit do the exact same thing as they're wanting to learn to do?

But it's of limited use

What you might actually run afoul of is limitations on metagaming, or a DM whose setting doesn't include just any creature you can think of (even if it's in the Monster Manual).

• A DM who wants to limit metagaming would be within their rights to ask you to justify your choice. If you try to summon a Giant Owl but your druid has never seen one before, a DM could easily say "How do you know those exist? You've never seen one. How is your druid "choosing" an animal (s)he has never seen or heard of before?"
• A DM who has developed a custom setting isn't straightjacketed by the Monster Manual and doesn't have to include everything in it. Giant Owls might not exist in a DM's campaign.

This also means that this is much less of a loophole than it might seem — after all, how big is the difference between the set of creatures a druid has personally seen and the set of creatures the druid knows about well enough to deliberately try to conjure? I can't imagine it's a very large number.

But in principle, yes, a conjured animal inhabited by a fey spirit is plenty to learn that form from. Just mind that, if you can conjure a particular animal, it's highly likely your druid has already seen it anyway. This makes this method of acquiring new forms both limited in utility and not much of a loophole to worry about, either way.

From the Sage Advice compendium:

Some spells of this sort specify that the spellcaster chooses the creature conjured. For example, Find Familiar gives the caster a list of animals to choose from. Other spells of this sort let the spellcaster choose from among several broad options. For example, Conjure Minor Elementals offers four options. The design intent for options like these is that the spellcaster chooses one of them, and then the DM decides what creatures appear that fit the chosen option.

Given that Conjure Animals only lets the player choose the beast's challenge rating, this would be one of the spells where the DM decides exactly what creature is conjured.