The Catechism in Questions & Answers

121. How did the Son of God enter into His human existence?

The Son of God was born as a human being of the virgin Mary in Bethlehem. His birth is described in the gospels according to Matthew and Luke. Jesus was born at the time when Herod ruled Judea as king and when Augustus was Caesar in Rome.
Jesus did indeed live. He is thus a personage of world history and not merely some figure from the world of poetry or legend.