The mushrooms the fruiting parts of fungi growing on some organic matter underground such as decaying roots from trees or shrubs in the area or wood chips that have been tilled under. They are one of nature's ways of "recycling" the OM into a form that plants can use. You can remove the mushrooms and put them in your compost pile or leave them alone if they don't bother you. They go away quickly. Large ones can smell pretty bad when they start to decay so if they're in an area you frequent often you might want to compost them.