You can use mental ray for Maya shaders the same way you use Maya materials, textures, and other render nodes; you build shading networks out of them in Hypershade. See Connect render nodes using their default connections.

The following shows where in a scene specific mental ray for Maya nodes are typically connected:

1. Lens shader. Attaches to camera.
2. Surface shader. For surface effects (Blinn, Phong, and so on). Attaches to Shading Group.
3. Light shader. For lighting style (point, spot, and so on), and shadowing controls. Attaches to light.
4. Shadow shader. Called when a shadow ray hits an object. Overrides the appearance of the object to shadow rays (color, transparency). Attaches to Shading Group.
5. Volume Shader. Handles rays passing through objects. Attaches to Shading Group (or to Camera for Environment Fog).
6. Geometry shaders. Called prior to rendering for rendering. Attaches to transform node.
7. Displacement shader. Same as Maya, displaces surface geometry. Attaches to Shading Group.
8. Output shader. For post effects (glow, 2D blur, DOF, and so on). Attaches to camera, attaches to multiple shaders, control order of execution.
9. Contour shading. 2 Global shaders, 1 shader on object, attaches to Shading Group.
10. Photon / photon volume shaders. Describe how photons are scattered/absorbed. Not commonly overridden. Attaches to Shading Group.