The belief that a virgin could conceive a child is an unusual idea, to say the least. You’re not alone in wondering whether it could really happen.
Both Matthew and Luke make a point of explicitly stating Mary’s virginity. Some writers get more graphic: the early Christian text the Protoevangelium of James (around A.D. 150) includes a memorable scene where a woman physically verifies Mary’s virginity, right after Christ’s birth. Obviously, this text doesn’t have the authority of Scripture, but I mention it to show that early Christians were also interested in “proof” of Mary’s virginal state.
The bottom line is that we’ll never have the physical verification of Mary’s virginity. We just have to trust that God could and did make it happen. As the Catechism of the Catholic Church says: “The gospel accounts understand the virginal conception of Jesus as a divine work that surpasses all human understanding and possibility.” (CCC 497) It surpasses our attempts to prove it, too. Like many of our religious beliefs, it’s something we just have to take on faith.