Typically a multiplexer is a piece of extra hardware.
The most common type of multiplexer used at my work place is an Analog multiplexer that has 8 Analog inputs 3 digital inputs and one analog output. Then its just a matter of using a binary alias for those 3 inputs to the 8 analog inputs. you want Analog 0? your 3 digital pins will be all lows. you want Analog 5? then pin 1 and pin 3 will be high and pin 2 as low.
There is also I2C and SPI Analog to Digital Multiplexers which are way handy IMHO because using a bus protocol means you can have (technically) 127 multiplexers (of how ever many inputs each... standard is around 8 ) with only using 2 I/O lines... way better than aliasing 3 different digital pins to each of the 127 (3 * 127 = 375 pins, I don't know any micro that has many more than 100 pins total, let alone usable GPIO)...
does that help?