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

4 is too young an age for your child to understand where babies come from. Personally, I feel even if you make up a story or keep it conversational, it wouldn't help much as your child is very small. You can just tell him that doctors know best where babies come from and that once he grows up a little, he himself can ask a doctor. This should satiate his curiosity at least for the time being.