Use headphone jack as line in for microphone on MacBook Pro Retina
For those Macs with a single shared input/output jack, the key to using a microphone is to have the correct plug. I'm guessing your're not seeing the input options because your microphone jack doesn't have three rings on it (Apple headsets with microphone have three rings)? If that's the case, you'll need to get a splitter cable so that the Mac realises that a microphone is available. See here for more information.