Feels weird saying "conceive" because it strongly implies intercourse, but that's the word the translators normally use in Matthew 1:18-20. So let's say for sure Mary got pregnant, but how is more likely through a miracle rather than actual traditional fertilization of the female egg.
I don't know if anyone believes or adheres to the Nicene creed here, but it says this:
"I believe in one God, the Father almighty, maker of heaven and earth, of all things visible and invisible. I believe in one Lord Jesus Christ, the Only Begotten Son of God, born of the Father before all ages. God from God, Light from Light, true God from true God, begotten, not made, consubstantial with the Father; through him all things were made. For us men and for our salvation he came down from heaven, and by the Holy Spirit was incarnate of the Virgin Mary, and became man."