FERTILISATION

During the sexual intercourse the man's penis is inserted into the woman's vagina where the sperm are deposited after the ejaculation.
The sperm with their tails swim up the vagina to the ovum in the fallopian tube. If one sperm reach the ovum (ovulation or fertile days), it will be fertilised. Both cells will fuses and they will start to divide and multiply.
This ball of cell is called a ZYGOTE

Watch this video and see how it happens

Now watch another way of fertilisation, IN VITRO (IVF)