You can simply use ||x|| in math mode to have the norm of x.
You may want to define a new command that wraps the functionality by putting
\newcommand{\vectornorm}[1]{\left|\left|#1\right|\right|}
in the preamble of your document and then use it as
$\vectornorm{x}$ is the norm of vector $x$.
The occurrences of \left and \right in the command allow the pipe symbols (|) to grow with the size of the symbol that is within the norm.