I will show you how to setup Mule, Maven and JDK in Windows environment.

Prerequisites

Mule Studio 3.x(Anypoint Studio) (Download from https://www.mulesoft.com/platform/studio)
Maven 3.2.1 (Download from https://maven.apache.org/download.cgi?Preferred=ftp://mirror.reverse.net/pub/apache/)
JDK 1.7 (Download from http://www.oracle.com/technetwork/java/javase/downloads/index.html)

Configure JDK, Maven and Mule Studio

Step 1. First install JDK
Step 2. Add the Java_Home/bin directory to your system’s PATH.
Step 3. After downloading Maven, extract it to a drive
Step 4. Add the M2_Home/bin directory to your system’s PATH.
Step 5. Download and extract Mule Studio to a drive
Step 6. Now start Mule Studio by clicking on AnypointStudio exe icon in the folder <physical drive>/AnypointStudio
Step 7. Once started, close the startup page
Step 8. In Mule Studio, go to Window -> Preferences. Expand Java, then click on Installed JREs. Add JDK 1.7 and select it. In expanded Java, click on Compiler and select the compiler level as 1.7
Step 9. Now expand Anypoint Studio and click on Maven Settings. Then select appropriate Maven installation home directory using Browse button.
Step 10. If you want you can input Default groupId for new projects, it will save your time every time when you want to create a new project.

Create Mule project in Mule Studio
Now we will see how to create a new project in Mule Studio(Anypoint Studio).

Step 1. In Anypoint Studio, go to File -> New -> Mule Project
Step 2. Input Project Name: mule, Runtime is by default selected, tick on Use Maven; here the artifactId is automatically picked up from the Project Name:, the Group Id is picked up from the Default groupId for new projects and version is also a default value.
Step 3. Click Next and verify the JDK, mainly select Use default JRE(currently ‘jdk1.7.0_x’)
Step 4. Click on Next and click on Finish.

Thanks for reading.