I started to write this as comments, but really it is too long for a comment. It is something of an elaboration on Alex's answer.

The theory is analogous to the theory of the boundary behaviour of conformal isomorphisms between the disc and connected domains. This is the subject of Pommerenke's book "Boundary behaviour of conformal maps", where you can find a wealth of information.

You probably want to map from the "simple" domain to the more complicated one; so you want to map TO the domain $D$. (If you are really interested in the boundary behaviour the map from $D$, then you should still be able to deduce anything you want to ask from the below.) Moreover, you probably want to use a circle domain (the complement of finitely many closed discs in the sphere) rather than a slit domain. (This is OK since you only have finitely many components.) The reason for this is two-fold: firstly, the boundary behaviour at the end-points of the slits will differ from that at the interior points, even if the geometry at the corresponding points of the boundary of $D$ is the same. This is because the two maps essentially differ by a square root (which takes a radial slit starting at 0 to a line). Secondly, with circles you do not have to worry about different branches coming from both sides of a slit.

So now the question becomes: Suppose that $\phi$ is a conformal isomorphism from $U$ to $D$, where $U$ is the complement of $n$ disjoint round discs, and $D$ is the complement of $n$ disjoint compact and connected sets. What can be said about the boundary behaviour of $\phi$?

The answer is that essentially anything that is true for $n=1$ (where $U$ is the unit disc) also holds for $n>1$. (More precisely, this is the case as long as the statements are invariant under maps that are conformal near the boundaries of $U$ and $D$.) You can find this information in Pommerenke's book mentioned above. In particular:

- The map $\phi$ has a continuous extension to $\overline{U}$ if and only if every connected component of $\partial D$ is locally connected. (This is the Carathéodory-Torhost theorem.)
- The extension is analytic (with non-zero derivative) if and only if $\partial D$ consists of analytic curves.
- As Alex says, the map is $C^{\infty}$ if and only if the boundary is.
- For lower degrees of smoothness, things are a little more subtle, but the answers exist there also. I don't have Pommerenke's book to hand at the moment, but the relevant term is "Dini smoothness".

If you are interested in the behaviour of a conformal map between two other $n$-connected domains, neither of which is bounded by disc, map them both to a circle domain and apply the theory above in order to understand what is going on. :)