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Matthew 1:18-25 Now the birth of Jesus Christ took place in this way. When his mother Mary had been betrothed to Joseph, before they came together she was found to be with child from the Holy Spirit. And her husband Joseph, being a just man and unwilling to put her to shame, resolved to divorce her quietly.

But as he considered these things, behold, an angel of the Lord appeared to him in a dream, saying, “Joseph, son of David, do not fear to take Mary as your wife, for that which is conceived in her is from the Holy Spirit. She will bear a son, and you shall call his name Jesus, for he will save his people from their sins.” All this took place to fulfill what the Lord had spoken by the prophet: “Behold, the virgin shall conceive and bear a son, and they shall call his name Immanuel” (which means, God with us). When Joseph woke from sleep, he did as the angel of the Lord commanded him: he took his wife, but knew her not until she had given birth to a son. And he called his name Jesus.

Luke 2:1-7 In those days a decree went out from Caesar Augustus that all the world should be registered. This was the first registration when Quirinius was governor of Syria. And all went to be registered, each to his own town.

And Joseph also went up from Galilee, from the town of Nazareth, to Judea, to the city of David, which is called Bethlehem, because he was of the house and lineage of David, to be registered with Mary, his betrothed, who was with child. And while they were there, the time came for her to give birth. And she gave birth to her firstborn son and wrapped him in swaddling cloths and laid him in a manger, because there was no place for them in the inn.

Jesus was Mary's FIRSTBORN son and Matthew tells us that they came together after Jesus was born.

... before they came together …