I have never heard this questions asked of Mormons before. There are doctrinal differences regarding the nature of the Trinity, etc. but this is very basic doctrine for us unless I am not fully understanding the intent of the question. First of all, we accept this truth as found in the Bible. In the Book of Mormon, a prophet named Nephi, has a vision in which he sees the following (found in 1 Nephi 11:13–21):
"13 And it came to pass that I looked and beheld the great city of Jerusalem, and also other cities. And I beheld the city of Nazareth; and in the city of Nazareth I beheld a virgin, and she was exceedingly fair and white.
14 And it came to pass that I saw the heavens open; and an angel came down and stood before me; and he said unto me: Nephi, what beholdest thou?
15 And I said unto him: A virgin, most beautiful and fair above all other virgins.
16 And he said unto me: Knowest thou the condescension of God?
17 And I said unto him: I know that he loveth his children; nevertheless, I do not know the meaning of all things.
18 And he said unto me: Behold, the virgin whom thou seest is the mother of the Son of God, after the manner of the flesh.
19 And it came to pass that I beheld that she was carried away in the Spirit; and after she had been carried away in the Spirit for the space of a time the angel spake unto me, saying: Look!
20 And I looked and beheld the virgin again, bearing a child in her arms.
21 And the angel said unto me: Behold the Lamb of God, yea, even the Son of the Eternal Father!..."
As taught in the Church or Jesus Christ of Latter-day Saints (Mormon) and which has become my own through the Holy Spirit, I know this did happen. Jesus Christ, the Creator of the earth, came, was born of a precious virgin, lived a perfect life and gave His life on the Cross to overcome physical death and my sins. I know that through Him and only through Him, I may find salvation in the Kingdom of Heavenly Father.