When do you embed mutex in struct in Go?

NOTE: I found the word 'embed' in the title was bad choice, but I will keep it.

I see a lot of code does like this:

type A struct {
    mu sync.Mutex
    ...
}

And use it like this:

a := &A{}

a.mu.Lock()
defer a.mu.Unlock()

a.Something()

Is it better than local mutex or global mutex?

a := &A{}

var mu sync.Mutex
mu.Lock()
defer mu.Unlock()

a.Something()

When should I use former, or later?