Type v to get ü
If you're using SCIM, Microsoft Pinyin IME, New Phonetic IME or something similar to type pinyin with tone marks, you'll want to type ü at some point.
That's u with two dots above. This diacritic is also called an umlaut, diaeresis, or trema. It's used in pinyin to mark a tight u-like sound that can sound more like ee.
In most pinyin input software, ü is on the v key (as pinyin doesn't use v). This can then be combined with the number keys to get different tones: ǖ, ǘ, ǚ, ǜ.
E.g. to get lǜ, type lv4. For nǚ, type nv3.
Pinyin input for characters
The same applies to pinyin-based input methods for typing hanzi. Type nv to get characters pronounced this way (e.g. 女).