Mother in Diner: Why are they doing this? Why are they doing this? They said when you got here, the whole thing started. Who are you? What are you? Where did you come from? I think you're the cause of all this. I think you're evil. Evil!
Mitch Brenner: Aren't those lovebirds?
Melanie Daniels: No, those are, uh, red birds.
Mitch Brenner: Oh, I thought they were strawberry finches.
Melanie Daniels: Oh, yes. We call them that, too.
Sebastian Sholes, fisherman in diner: Hell, maybe we're all getting a little carried away with this. Admittedly a few birds did act strange, but that's no reason to.
Melanie Daniels: I keep telling you, this isn't 'a few birds'! These are gulls, crows, swifts....
Mrs. Bundy, elderly ornithologist: I have never known birds of different species to flock together. The very concept is unimaginable. Why, if that happened, we wouldn't stand a chance! How could we possibly hope to fight them?
Annie Hayworth: Don't they ever stop migrating?
Mitch Brenner: I just thought you might like to know what it's like to be on the other end of a gag. What do you think of that?
Melanie Daniels: I think you're a louse.
Mitch Brenner: I am.
Doomsayer in diner: It's the end of the world.
Mitch Brenner: I'd like to see you. Maybe we could go swimming or something. Mother tells me you like to swim.
Melanie Daniels: How does Mother know what I like to do?
Mitch Brenner: I guess we read the same gossip columns.
Melanie Daniels: They're coming! They're coming.
Answer: It is never explained, probably because it would ruin the mystery of the film to spell it out.
If you are a Hitchcock fan, you pay attention to dialogue. They mention quite often that it started Melanie's arrival, of which she brought 2 caged birds. The rest is implied.