The baby?

Did John and Jane have sex to make the baby?

When Jane/John is telling the barman the story she says that the stranger(which we know after to be John/herself) left her with a baby.
In the flash backs when she goes back it just shows john getting up and walking away to meet the barmen on the bench.
Did he go back to her after to have a relationship/sex in order to get her pregnant or just walk away as she said in her story?
They must of had sex or she would of thought was an immaculate conception but then the story she tells of him getting up walking away and never returning means they could not of.