Now the birth of Jesus Christ happened this way: When his mother Mary was espoused to Joseph, before they came together, she was found to be with child of the Holy Spirit.
All Commentaries on Matthew 1:18 Go To Matthew 1
Theophylact of Ochrid
Why did God permit her to be betrothed, and thus give men any cause at all for suspicion that Joseph had come together with her? So that she would have a protector in hardships; for Joseph took care of her during the flight to Egypt and preserved her. She was betrothed for another reason: to escape the notice of the devil. For the devil had heard that the Virgin would conceive (Is. 7:14), and was keeping the Virgin under his surveillance. So that the deceiver might be deceived, Joseph betrothed the Ever-virgin, outwardly appearing to be her spouse, but not so in actual deed.
"Come together" here means "physical relations." For she had conceived before there were any physical relations. Therefore the evangelist is amazed at the extraordinary event and cries out, "she was found."