Continuity mistake: As Mitch holds his binoculars in order to see Melanie, the left strap comes down in the middle of the palm of his hand. We know he hasn't put the binoculars down but in the next shot he's holding them differently with the strap moved over two inches closer to his sweater's sleeve. (00:24:15)
Continuity mistake: In the first shot of Annie's body lying on the steps there's an orange chair on the porch pushed up under the window on the right. At first the top of the chair is below the bottom sill of the window but in the next shot it's been moved and the top of it is now above the sill. (01:30:20)
Continuity mistake: As Melanie writes her address for the cashier, the two stacks of magazines to the left of the cash register have been pushed together and rearranged without being touched. (00:03:30)
Continuity mistake: As Melanie and Mitch get ready to leave the restaurant for Annie's the hat and coat on the coat rack cast a very dark shadow against the wall. When we saw this spot before there was only of very light shadow against the wall. (01:29:10)
Continuity mistake: As they await the last bird attack Lydia cleans off the coffee table and comes back and sits in the chair next to the piano. Her head looks left and then right between shots. (01:39:20)
Continuity mistake: The drapes on the far wall of the dining room to the left of the dinner table have been straightened out during the scene but no one went near them. (00:56:10)
Continuity mistake: When Lydia comes into the restaurant, the collar of her coat looks fine. In the next shot the left side of her collar is sticking up. (00:29:35)
Continuity mistake: When Mitch covers Annie's body with his jacket the back of it is not as dirty as it was a few seconds ago when they walked up to the school. (01:31:05)
Continuity mistake: After Cathy asks Melanie to come to her birthday party, the drape to left of her is rearranged between shots and now hangs straight down. (00:36:40)
Continuity mistake: Mitch takes two pillows from the couch and stuffs them into the openings between the fireplace and the table. Right after he does this each pillow falls but in the later shot the crew has tacked them up again in different spots. (00:55:15)
Continuity mistake: When Annie tells Melanie that she still likes Mitch a "hellava lot," watch the shadow of the fancy three-branched lamp to her left. As the phone rings, the shadow of the power cord against the wall in the middle of the screen disappears between shots. (00:45:00)
Continuity mistake: After Melanie rips up the message to Mitch, she grabs and closes her pocketbook twice. (00:22:35)
Continuity mistake: When the orange car explodes there is much more gas around especially under the guy's feet than in the previous shot. (01:25:30)
Continuity mistake: As Melanie approaches the cashier, there are several birds up high in the cage directly behind the cash register that aren't there in the next shot. (00:02:30)
Continuity mistake: When the uptight mom starts talking, Melanie sheds a very long tear under her right eye that appears out of nowhere between shots. (01:28:35)
Continuity mistake: As Mitch crouches down near Annie's body he turns to look at Melanie and you can see a large wet stain on the porch. It's there until he sees Cathy in the window, then as he runs to the front door it disappears. (01:30:30)
Continuity mistake: When Melanie yells, "Where's Cathy?" Mitch looks up to see her in the window and she is moving the right curtain with her hand as she cries. In the next shot as Mitch runs to the door the curtain is not moving. (01:30:40)
Continuity mistake: As Melanie approaches the pet shop cashier she passes two cages on her right with birds in them. The cage with the two yellow birds that she shows to Mitch is not one of them nor is it behind the second cage where it appears later. (00:02:30 - 00:06:00)
Continuity mistake: The book on the table to the left of Melanie's brandy glass has been made to look as though someone has been reading it. When we first see it the cover is closed now the cover looks as though it's been thumbed through even though no one touched it. (00:46:55)
Continuity mistake: When Annie decides to have some brandy also they cut back to Melanie and the lamp that was behind her disappears. We don't see it again until the end of the scene where it's been moved again. (00:42:55 - 00:45:30)
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.