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Using Brownian dynamics simulations, we investigate the effects of confinement, adsorption on surfaces and ion-ion interactions on the response of confined electrolyte solutions to oscillating electric fields in the direction perpendicular to the confining walls. Nonequilibrium simulations allow to characterize the transitions between linear and nonlinear regimes when varying the magnitude and frequency of the applied field but the linear response, characterized by the frequency-dependent conductivity, is more efficiently predicted from the equilibrium current fluctuations. To that end, we (rederive and) use the Green-Kubo relation appropriate for overdamped dynamics, which differs from the standard one for Newtonian or underdamped Langevin dynamics. This expression highlights the contributions of the underlying Brownian fluctuations and of the interactions of the particles between them and with external potentials. While already known in the literature, this relation has rarely been used to date, beyond the static limit to determine the effective diffusion coefficient or the DC conductivity. The frequency-dependent conductivity always decays from a bulk-like behavior at high frequency to a vanishing conductivity at low frequency due to the confinement of the charge carriers by the walls. We discuss the characteristic features of the crossover between the two regimes, most importantly how the crossover frequency depends on the confining distance and the salt concentration, and the fact that adsorption on the walls may lead to significant changes both at high- and low-frequencies. Conversely, our results illustrate the possibility to obtain information on diffusion between walls, charge relaxation and adsorption by analyzing the frequency-dependent conductivity.