It is not often that I need to use an Umlaut when typing documents for clients but when the situation is required; I can never remember the shortcut keys.
You do have the option of going to the Insert tab on your Toolbar and then selecting Symbol. You will then be able to select the umlaut vowel that you need and insert into your document.
You can also an umlaut using the following keyboard shortcuts:
ALT 132 = ä
ALT 137 = ë
ALT 139 = ï
ALT 148 = ö
ALT 129 = ü