He is their biological son, they answered it in the Season 8 finale.
A miracle child. A future savior coveted by forces of good and evil.
After their hiding place has been compromised, Mulder, Scully and William are forced to go back to running. They are joined by Skinner, Doggett and Reyes. William must fulfill his prophecy and fight alongside his parents to defeat the aliens.
Your son must die. Or everyone… all of mankind will perish from earth.
William is starting to accept his new life and the truth about his past. With December 22 approaching, Mulder and Scully agree to teach him how to be a soldier. The day of the final alien invasion comes and the family is forced out of hiding. They must save the world, while still protecting each other.
September 2012. Mulder is warned that his son life is in danger. Aware of these news and the imminent alien invasion, he and Scully go after William. When they arrive at his adoptive parents’ farm, the Van De Kamps are already dead but William managed to escape. They take William with them to protect and hide him from the aliens. But the boy is having trouble dealing with his new world and his new-found biological parents.