The supporting details should be included in the Body Paragraphs of an essay. The introduction is an introduction of what you plan to write about, and the thesis is included in the introduction where you specifically mention your main topics/points. However you elaborate on these in the body paragraphs and these elaborations are your supporting details. The conclusion is a summary of your essay and should not be introducing any new information.
The First Amendment grants all citizens the rights and freedoms of religion, speech and press. These freedoms come without any fear of persecution or sanctioning by the government.