Let $G$ be a finite group. Let $a,b\in G$ such that $o(a)=o(b)$.
Since any group $G$ is isomorphic to a subgroup of $S_n$ for some $n$ then there exists a monomorphism from $G$ to $S_n$ .
Let the elements be mapped to $a_1,b_1$.
Question:Will $a_1,b_1$ have the same cycle structure?
Now $a_1,b_1$ can be expressed as a product of disjoint cycles $a_1=\sigma_1\sigma_2\dots \sigma_n;b_1=\rho_1\rho_2\dots \rho_m$. Also $o(a_1)=o(b_1)$.
EDIT: The original question was :
If $a,b\in G$ be such that $o(a)=o(b)$ then does there exist a group $H$ containing $G$ such that $a,b$ are conjugate in $H$.
I took $H=S_n$ and we know that two elements are conjugate in $S_n\iff$ they have the same cycle structure.
Is the original question false then?
Taking $G=S_n$ itself, your question boils down to asking whether two elements in $S_n$ with the same order have the same cycle structure. This is, of course, not true: Take $$ n=4, \sigma = (12), \tau = (12)(34) $$