"All photography is an abstraction of reality. All photography is to some degree an abstraction. Just as all photography is driven, to some degree, by a concept. All photography has an indexical relationship to what it is referring to... all photography has a fictional relationship to it as well. As much as it is indexical it is also fictitious."
Adam Broomberg and Oliver Chanarin in the video, "What is conceptual photography (Part 3):

Part 1 and Part 2 are also interesting: