How to explain a 4 year old, where do babies come from?

I remember watching a Channel 8 Chinese serial when i was young (I loved reading the English subtitles) and there was an episode where the lady got pregnant after being in a room with a man. I asked my parents about it and they said that were pretty frank and upfront about it. They emphasized that love is an important aspect in the creation of a baby but there were cases (like in the drama I watched) when babies were created as a consequence of bad decisions. My mom thinks that it better that a girl knew about "such things" factually and early so that she can make well informed choices.