According to sigma aldrich the nucleotides used for PCR are now produced synthetically.
The low yield and high cost to produce them biological makes it impractical. When produced synthetically they get a high yield at low cost.
They are added to the pcr mixture in a pre prepared solution and usually transferred via micropippette or a machine.
The new gene can be built from these nucleotides.
Using gene therapy techniques the new DNA can be incorporated into a genome.
One, of multiple techniques, uses an adenovirus vector with the new DNA packaged inside to transport and insert the new DNA to the cell in the form of a nucleic acid polymer which incorporates the genes into the chromosomes.
Experiments were done to compare the efficiency of the synthetic genes to the biological ones with the need for biological nucleotides as a control. Now they know the gene built from synthetic nucleotides shows the same expression as the biological gene of the same code synthetic nucleotides are used. However microbial produced nucleotides can still be used.
Ref:Wikipedia, Gene therapy. Sigma aldrich - Technical support ph - 1800 800 097