Microsoft Global Input Method Editor
From Wikicliki
If you are on Windows you will require Microsoft Global Input Method Editor or IME to read and type in Chinese, Japanese, or Korean.
Pinyin should be self-explanatory from this point on, just fire up the language bar, type in the pinyin word and select the corresponding number for the character you want.
In order to get ü (w with the umlaut) for words such as 女 (nü) or 旅 (lü), you substitute it with v. The v sound never appears in Chinese anyway. (In previous version of Windows IME, you would have typed u: in place of ü)