The LaTeX command for mu (μ) is \mu.
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Write \mu inside math mode, that is between $…$ for inline math or in a \[ … \] or equation block for display math. It is part of core LaTeX math, so no extra package is required.
Greek letters work in math mode only: in running text write $\mu$, or load the textgreek package for upright text forms. In running text, outside math mode, the same sign is \textmu. With unicode-math under XeLaTeX or LuaLaTeX, typing μ in a formula gives the same symbol.
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Lowercase Greek letters in LaTeX: the full table or search all 350+ LaTeX symbols.
Use \mu in math mode; it needs no extra package. For example, $\mu \in \mathbb{R}$.
None: \mu is built into LaTeX, so no extra package is required.