The most frequent problem is that no crystal forms, but, as you can see from the list, there are many other potential problems as well. Crystallographers spend a lot of time trying to produce good crystals. When researchers get no crystals , they try to do more experiments based on physical properties of the protein. The problem of micro-crystals is considered solvable. This list shows the crystallisation strategies used by many labs.
Most labs have their own de novo methods.
There is a special plate for building crystals. Each well can be filled with droplets of the solution containing the protein to be crystallised. If you are lucky enough to have produced a crystal, it can be mounted onto a capillary . This takes a great deal of practice. The mounted crystals can be placed on diffractometer.