Display a MTZ file in PyMOL
The following will allow you to create a 2Fo-Fc map using CCP4 from a mtz file to be displayed in PyMOL.
1) Start CCP4i, select ‘FFT‘ from the program list or ‘Run FFT – Create Map’ under the Map & Mask Utilities

2) This map will cover all the atoms in the PDB therefore must be changed (see red arrow). The F1 and PHI have also been changed from the default (see red circle) – RUN
Note: if you would like to calculate a Fo-Fc map use DELFWT and PHDELWT respectively.

3) Change the ending of the new map file to .ccp4 (can be either abc.map.ccp4 or abc.ccp4, but not abc.map)
4) Load the map into PyMol select ‘A’, mesh, 1 sigma level and the electron density should appear

If needed, here is a previous post that will show you how to move from this point closer to a publication quality figure (also checkout the PyMOL wiki).