Was there a concept of museums in historical civilizations? For example when the romans conquered Egypt did they bring artefacts home for public display?
Absolutely!
Taking Romans as an example, and conquest, since you've mentioned it, the display of triumphal goods was a key aspect of conquest. To bring it back a little bit, a triumph is a ceremony that (successful) Roman generals would be awarded on their return from a campaign. This is similar to an open top bus victory tour after a major sporting achievement (like this one for a second rate football team), but with a few more goodies on display: Ida Östenberg wrote the canonical work on spoils in 2009, if you're able to have a look at it.
We have a few visual depictions of triumphal processions in Rome, and the best example of the spoils on display is probably from the Arch of Titus, depicting the Jewish Triumph of 71 CE, and completed in c. 81 CE. As you can see, there are some spoils depicted here, most prominently the menorah, and these were probably housed in the Templum Pacis, or Temple of Peace, which was built from the profits of the conquest (which included the profits from balsam, according to Pliny, Natural History 12.112).
This isn't the best example, however, since it is only a 'probably'. So let's slip back in time and drill down into one of the biggest and best known examples: Pompey's complex on the Campus Martius, completed 55 BCE after his triumph over Pontus (modern day Turkey).
This complex consisted of a theatre, portico, temple, senate house, and was essentially a microcosm, publicly accessible, and an ideal venue for Pompey's museum of conquest. Propertius (Elegies 2.32) tells us decades after the complex's construction, that it was home to Attalid drapes, plane trees (Pompey displayed the ebony, but that wouldn't grow in Rome), statues of the conquered nations (Kuttner, 1999), and other elements that Kuttner goes into more detail on. The primary motivation for displaying these elements was to demonstrate power, and to associate the conquest with Pompey himself - not only did the complex bear his name, a statue of him observed proceedings in the senate house. By doing this, Pompey was able to give a permanent home to the temporary ceremony of the triumphal procession, and to demonstrate that he had been there, conquered the nation, and bought the t-shirt, and do so for decades after his death - his museum was his legacy.
Bibliography:
Kuttner, A.L. (1999) ‘Culture and History at Pompey’s Museum’, Transactions of the American Philological Association 129: 343-73.
Östenberg, I. (2009) Staging the World: Spoils, Captives, and Representations in the Roman Triumphal Procession. Oxford University Press: Oxford.