Metaphysical conceits are not too strictly defined, but the general idea is that the poet makes use of a clever and unusual extended metaphor throughout much or all of a poem.
In Holy Sonnet XIV, the idea of the speaker as a city barricaded against God's advances is a metaphysical conceit.
Donne is really interested in physical, earthly love, but also really into God and holiness. The huge problem he must deal with is that he is trying to define a sacred, spiritual relationship, but the only tools at his disposal are the language we use and the lives we lead here in the non-sacred world. The Bible makes a big point of this the language God uses is not the language we can use, so the kinds ofcomparissons Donne can make are inherently limited. Our words and metaphors just cannot describe what happens when you get close to God. Donne writes about something he really cannot express, and that struggle is a big calling card for all of his poetry.
It is in the final couplet, that Donne describes how he 'never shall be free' unless God 'ravishes' him. This powerful image that is deemed as holy creates a paradox between purity and sin, symbolising God dominating Donne with ultimate control to become unified as one in the hope of gaining an immortal partner.
Considering John Donne's personal and professional history, Holy Sonnet XIV can also be seen as a personal processing with his own struggle with God and religion in general.
These comparison were very useful to understand the whole poem and read it in a deep way.