Microphones pick up sound waves that are being emitted by the person or thing being recorded. They then convert those waves into electrical signals and send them through the mixer to the audio interface or recorder.
When you're using a microphone on a mixer, you'll want to make sure it's connected to the channel with the input that matches the type of microphone you're using. For instance, if you're using an XLR microphone, connect it to the XLR input on the mixing board.