How to implement a multiplexer in an FPGA?

Could you elaborate on the process of implementing a multiplexer in an FPGA? I'm particularly interested in understanding the steps involved, including the design considerations, the hardware description language (HDL) used, and any challenges or issues that might arise during the implementation process. Additionally, how does the multiplexer functionality contribute to the overall operation of the FPGA, and are there any performance benefits or limitations associated with its use? Lastly, are there any best practices or guidelines to follow when designing and implementing a multiplexer in an FPGA?