Let $G$ be a group. I have a function $\mu:G \rightarrow G,\ \mu_a(g) = ag$ for some $a \in G$ and all $g \in G$. Then there's a function $\theta : G \rightarrow S_G, \ \theta(a) = \mu_a$.
The claim is that $\theta$ is a homomorphism because $\theta(ab) = \mu_{ab} = \mu_a\mu_b$. I see that $\mu_{ab} = abg$, but can you necessarily say that $\mu_a\mu_b = (ag)(bg) = abg$ if the group hasn't been explicitly defined as abelian? I'd like to be able to pull the $g$ out, but I don't feel like I can do that. Does the group $G$ have to be abelian for me to pull the $g$ out?
$\mu_a$ is a function from $G$ to $G$. It sends an element $g$ to $ag$.
The composition $\mu_a\circ\mu_b$ is then given by $$\mu_a\circ\mu_b(g) = \mu_a(\mu_b(g)) = \mu_a(bg) = a(bg) = (ab)g = \mu_{ab}(g).$$ It is not equal to $(ag)(bg)$.
Moreover, since $\mu_{a^{-1}}$ is the inverse of $\mu_a$, the latter is bijective.
That means that the map from $G$ to the set of bijective functions $\{f\colon G\to G\mid f\text{ is bijective}\}$, which is a group under composition of functions, given by $a\mapsto \mu_a$, is indeed a homomorphism.