WGS84 is a global system used by all GPS devices, and you only need to worry about conversion if you start off with co-ordinates based on a national grid system, such as the British National Grid. Each local grid is offset from the WGS84 grid by a known amount, and adjustment needs to be made for that amount when converting from WGS84 to another grid system. The upshot of this is that if you start off with WGS84 co-ords (as on the GC website) then you don’t need to do anything at all.
I’ve cached in a number of different countries and the published caching co-ordinates have all worked fine without me having to do anything. The bigger problem when caching abroad is to get hold of detailed local maps so that you can navigate from a road to the cache without falling down a hole/getting run over by a train/shot for trespassing etc. Have fun!