Mail Merge is hidden by default in MSCRM 2013. (If you're a System Administrator and want to restore Mail Merge, read Scott Durow's blog to learn how: http://www.develop1.net/public/post/How-to-restore-a-hidden-button-on-the-CRM-2013-Command-Bar.aspx )
Not to worry, you can still do a Mail Merge..... from Advanced Find. Select Advanced Find from the list of More Commands:
Once in Advanced Find, click the Results button:
Choose the records you would like to use in your Mail Merge, then Click the Mail Merge Button (it's tiny!):
and you are on your way!
Note: You can still do Mail Merge from within a Marketing List: