The way they're born varies. Some (including all ancient countries) appear as soon as their landmass becomes a country. An example of this is Denmark, who was adopted by Scandinavia and Germania.
Others are actually born the same way humans are, but to two ancients, obviously. An example of this is Greece, Ancient Greece and Rome's son.
Regardless, they are all raised by an ancient (or a few ancients). If they are the first variety, their "parent" will immediately know where their child is. They take them in, knowing that if they don't the child could put themselves and their country in danger.
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Hetalia Headcanons
FanfictionI have a lot of these. Some of them affect my stories. It makes sense to write them down.