Pinus mugo is a high mountain species common in the Alps. I would use a gritty, humus rich seed compost in a pot, sow the seed on the surface and cover with about 1cm of grit. Keep the pot outdoors and out of direct sun and don't allow it to dry out. Be patient.

I have a few pine trees growing in my garden thanks to birds eating the seeds and their digestive system breaks down the shell.I

would be tempted to lightly sandpaper the seeds first - to help break down the tough seed shell. It needs winter coldness to further breakdown the shell and help germination. Personally I think you are better to buy a small one from a GC or Homebase.