A stork brings them, of course.
A stork symbiote
Symbiotes always seemed kind of a problem to me. They are always shown as needing delicate surgery to install/uninstall, and that just doesn't seem something that would evolve naturally.
Or maybe the symbiotes can
blend with hosts naturally, but the mortality rate was very high so the Trill developed medical methods to increase the survivability of both symbiote and host.