# His mother, Mary, was engaged to marry Joseph

"his mother, Mary, was promised in marriage to Joseph" or "His mother, Mary, was going to marry Joseph"

# His mother, Mary, was engaged

Jesus was not already born when Mary was engaged to Joseph. Alternate translation: "Mary, who would be the mother of Jesus, was engaged" 

# before they came together

"before they got married." This may refer to Mary and Joseph sleeping together. Alternate translation: "before they had slept together" 

# she was found to be pregnant

"they realized that she was pregnant"

# pregnant by the Holy Spirit

The power of the Holy Spirit had enabled Mary to have a baby before she had slept with a man.