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In the first book it seems that Voldemort has been reduced to nothing but a ghostly wisp. But IIRC by the fourth book he somehow has a body that is carried around by Wormtail. In the first book he needs someone to inhabit, by the fourth, he can't really move around, but he does have a body back which can hold a wand.
How did this transition happen?
Voldemort used what is known as a "Rudimentary Body Potion", which is something he seems to have invented himself. The primary ingredients of this potion are unicorn blood and Nagini's venom. Wormtail prepared this potion, under the direction of Voldemort.
It didn't have much strength, but it was better than no body at all. He could cast a few simple spells when in that form, however.
From the Goblet of Fire:
Voldemort smiled his terrible smile, his red eyes blank and pitiless.
'Wormtail's body, of course, was ill-adapted for possession, as all assumed him dead, and would attract far too much attention if seen. However, he was the able-bodied servant I needed, and, poor wizard though he is, Wormtail was able to follow the instructions I gave him, which would return me to a rudimentary, weak body of my own, a body I would be able to inhabit while awaiting the essential ingredients for true rebirth ... a spell or two of my own invention ... a little help from my dear Nagini' - Voldemort's red eyes fell upon the continually circling snake - 'a potion concocted from unicorn blood, and the snake venom Nagini provided ... I was soon returned to an almost human form, and strong enough to travel. [...]'
Harry Potter and the Goblet of Fire - p.569 - Bloomsbury - Chapter 33, The Death Eaters
I think the creation of the rudimentary body has a connection with the horcruxes, as we saw in the 7th book, the part of the soul that is in one horcrux is like Voldemort's rudimentary body in book 4. So maybe somehow Voldemort gave Wormtail some instructions of how to bring that physical manifestation of a rendered soul into existence and I don't think they killed a baby or something. We'll find out in the final installment of GOF on Pottermore.
All I saw was: Voldemort come back in a such unusual way. I don't know the ingredients, so in the movie Wormtail say the ingredients, but I just heard Wormtail say them. Flesh of the servant, bone from the father unwillingly given, blood from the enemy forcibly taken.
No, the body didn't need to be connected to the horcruxes. Voldemort is actually a Lich, the horcruxes are his Soul Jars. Soul Jars only prevent the Lich from being destroyed, He just formed his new body around the part of soul that had remained in his old body that was destroyed when he tried to kill Harry, and possessed Quirrell. A Lich needs to rip out its soul and place it in a Soul Jar which it must hide because it is the only way to defeat it and the Lich itself can't do anything useful with his Soul Jars but hide them, they're inert objects, just like the horcruxes.
