I haven't seen the movies, but I've read the comics, so that's what this answer is based on.
There was originally no girl Smurf. The Smurfette was created by Gargamel and sent to the Smurf village as a spy. The Smurfs adopted her, she liked them as well, eventually turned on Gargamel and chose to stay with the Smurfs. Papa Smurf cast some magic on her and she became a real Smurf, so new Smurfs can, at least, come from magic.
As for "regular" baby Smurfs, I remember a comic where some stork just left one in the Smurf village. I don't think it was explained where that baby came from, though. So... Just roll with it?
Note that while a bunch of Smurfs do like the Smurfette, I'm not sure it was ever explained what would/could happen between a Smurf and her, where they to go and smurf.