This is a great site for Info, located in Arkansas. As to the Crater of Diamonds, be prepared for lots of mud. You will need something to screen and wash the dirt with. Buckets and any kind of screening device, such as a metal kitchen sieve will work.
Water is available there.
You could get lucky just walking around looking, but don't count on it. There is a geologist there to identify anything you find. Don't overlook the diamond host rock. This is the rock, lamproite. The blueish rock is ash from the emplacement event.