You may fear this question, but can you blame them for being curious?
Young children 3-6 years will most likely be OK with simply being told that the baby starts out very small and grows in the belly. If they really want to know how the baby gets in there, there is nothing wrong with explaining that when all girls are born they have millions of eggs inside them, and sometimes the egg turns into a baby. And again – check out a book to show them pictures of how babies develop – it’s fascinating!