Snails come from a variety of places.  Many come attached live on plants you put in your tank.  However many come in as eggs as well.  Snail eggs look like gelatinous blobs somewhat like clear Jello.  After some time you will then notice what appears to be translucent worms crawling around wherever these eggs were placed.  After some time they start to darken in color in the middle toward a white color.  Next a bump like shell will form on the back end of the worm like shape.  After a few more days antennae will appear and the coloration will completely turn whiteish.  Eventually they will develop full classic snail shells and turn a gray, brown, or blackish coloration depending on the specific species.