This expression means that the Virgin Mary conceived the eternal Son in her womb by the power of the Holy Spirit without the cooperation of a man. The angel told her at the Annunciation that “the Holy Spirit will come upon you” (Luke1:35).
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Paragraph 484
484. The Annunciation to Mary inaugurates "the fullness of time", The time of the fulfilment of God's promises and preparations. Mary was invited to conceive him in whom the "whole fullness of deity" would dwell "bodily". The divine response to her question, "How can this be, since I know not man?", was given by the power of the Spirit: "The Holy Spirit will come upon you."
Paragraph 485
485. The mission of the Holy Spirit is always conjoined and ordered to that of the Son. The Holy Spirit, "the Lord, the giver of Life", is sent to sanctify the womb of the Virgin Mary and divinely fecundate it, causing her to conceive the eternal Son of the Father in a humanity drawn from her own.
Paragraph 486
486. The Father's only Son, conceived as man in the womb of the Virgin Mary, is "Christ", that is to say, anointed by the Holy Spirit, from the beginning of his human existence, though the manifestation of this fact takes place only progressively: to the shepherds, to the magi, to John the Baptist, to the disciples. Thus the whole life of Jesus Christ will make manifest "how God anointed Jesus of Nazareth with the Holy Spirit and with power."
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