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My goal is to type $\begin{pmatrix} a \\ b \\ c \end{pmatrix}$ in mathematica. I try {a,b,c} but i am not sure if it will be converted to the corrected output.

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You can enter a column or matrix by using Ctrl+Enter to add rows or Ctrl+, to add columns. (You can do this anywhere in the Notebook; you do not need to somehow generate a matrix beforehand.) The small empty squares are \[Placeholder] and you can move between them using Tab and Shift+Tab. You can optionally wrap the column or matrix with ( and ) and they will be vertically stretched to fit.

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For more methods and examples see these tutorials:

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Try:

m = {{a},{b},{c}};
m // MatrixForm
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