Open Minecraft and make sure you are in a world with access to water and dirt
Find a block of dirt or mud
If you have dirt, place it near water or use a water bottle on dirt to make mud in Minecraft: Java Edition with the appropriate mod or datapack, or in Minecraft: Bedrock Edition if mud is available in your version
In vanilla Minecraft, use a water bottle on dirt in the Nether or on specific blocks only if your version supports mud creation
If your version supports it, use a water bottle on dirt to convert it into mud
Mine the mud block with any tool or by hand
Collect the mud block in your inventory
Use mud to craft mud bricks if needed
Place mud blocks wherever you want in your build