On a US keyboard, hold down Ctrl and Shift while you press : (the colon key), release all of them, and then type the letter. This works for the vowels ä, ë, ï, ö, ü, and ÿ (and their upper case versions) because those characters are present in Unicode
fonts.
If you need to put an umlaut over any other letter, type the letter followed immediately by the number 0308, then press Alt+X. The Unicode character (hexadecimal) 0308 is the "combining dieresis", meaning it's automatically positioned over whatever character
is immediately to its left.
