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.
The Familiarity Question is a tricky thing in both Pathfinder and 3.5e. It is one of the worst problems: it can be interpreted in a variety of ways that can help both the DM and the Player. But there are a few ways to handle this.
Note: Regardless of your solution, it is a good practice to have the Druid have the stats of the creature on hand. If they can't immediately produce the rules of the creatur they want to Wild Shape into, it ain't happening. And no, you can't flip through the books to find them or see something that would match the situation: either have the rules on hand or it's a no-go.
As a player, aside from the above there's something else you should do: Don't be a jerk. Don't turn into creatures that allow you to break the game or speed past the various challenges your DM set up for the party. This will not make you popular with them and the first target for the assassin.
Also, put some effortinto it. Why does your Druid know all these monsters? Where does the knowledge come from? Have they traveled the world? Is their knowledge scholastic? Are they the scion of a noble (or even royal) house that owned an extensive zoo, allowing them to observe these creaures? Had an uncle who wrote The Great Manual of the Monsters of the Wild? Or is it something else?
As for the DM, you can add in rolls to see if the player knows the creature in question. The problem with this is that the role (when a regular Knowledge check) will become trivial at high levels, or perhaps render the Druid unable to Wild Shape into a common animal. And if you use custom rolls, have fun determining a proper DC for every monster.
Another option would be to enforce a hard limit (you know X creatures you can change into) per level, but this is very arbitrary.
Though in your situation, I think your best option would be to look at the terrain. If you open the Bestiary you will see that every monster has a little writeup to show its type, its terrain and climate. By using this you can determine where your creature is from. Then look at where the Druid is from. It is logical that a Druid who lived in the cold mountains all their life has never seen a camel or a crocodile, or that a Druid from the heart of the jungle has never seen a dolphin. Use this and determine a number of terrains that match the character in question. Then if they want to Wild Shape into a creature, match its terrain and climate to that of the Druid. Is that where they are from? You can turn into that creature. If not, they can't use that form.
Of course, this requires some reading to see which terrains have a usable list of creatures. Perhaps you can use several combinations so that the Druid has some creatures to choose from, but not all of them. And of course, have it make sense. You could link for example temperate forests, hills and mountains together, or perhaps the shores of a desert and combine them with the urban and water environments.
Whatever you choose, do share this with your players in advance. It builds expectations and allows them to make a choice that fits your house rules.
Best Answer
It's a matter of paradigm
When the druid takes the shape of some creature he is not really applying some physics to alter his body so in the end it looks like the creature: he is just taking the shape of the creature. He couldn't for example take the shape of a cat with a dog head (by shaping his head and the rest of his body separately): he takes the whole natural form at the same time. The whole thing has to make sense in the natural paradigm.
You can see this as menus in some restaurants: if today the menu is either chicken pie or roasted pork you can't have roasted chicken. Not because roasted chicken is hard to make, just because it is not available in this very restaurant.
A magical beast is more than just a natural lifeform (otherwise it would be an animal), probably more complex to handle for a druid. That's why the druid has to be of an higher level to take this shape (and it is also probably an issue of game design to make the last levels more interesting as you unlock these new shapes)
Dragons are typically Paizo's Mary Sues: just look at there abilities, they have perfect saves everywhere, full BAB, the highest HD... They definitely can't be considered "natural".
Feys are intelligent creatures. Druids can't take their shape for the same reason they can't take the shape of a human, an elf or a dwarf. Even if they can be considered closer to the nature they definitely can't be seen as savage animals.
Vermins are a weird case. My guess is the reason why the vanilla druid can't take their shape is because the natural paradigm only involves what is seen as "nature as it should be" and that these vermins are seen as just ugly lifeforms and not worthy of salvation (like would be viruses). The methods to take a vermin shape would have been added because of difference of point of views.
About pounce and grab it seems to be more a balance issue than because using them needs for you to better handle the transformation.