He was born of Mary - lived in her womb, took nutrients from her etc.
Yes, conceived by he Holy Spirit, inside Mary.
God could have caused someone to appear out of the ground - the dust of the earth - like Adam, or float down from heaven fully formed.
He didn't.
Jesus was fully human, born to, and from, Mary.
Saying that Jesus was NOT fully human and had no physical body was a heresy that the early church taught against.
No.
The idea that because Jesus was conceived by the Holy Spirit he had no human DNA is an interpretation of Scripture. He was like us in EVERY way, (except that he didn't sin) - that's Scripture.