For cryo-EM, samples of the macromolecular complex of interest are placed on a holey carbon support film. Excess is blotted away, and the resulting thin film of liquid - with the specimen suspended within - is plunged into liquid ethane, cooled to near-liquid nitrogen temperatures. This results in vitrification of the water layer - the water is frozen without crystallising - trapping the specimen within. The frozen grid can then be transferred into the TEM and imaged, all the time maintaining the temperature below ~ -160°C to maintain the vitreous ice layer. Like EM of all types, cryo-EM is a destructive method, but requires very little sample. A cryo-EM project might start with just ~20μL of a 1-5 mg.ml-1 solution of the specimen in the dilute buffer of your choice.
The images that result have a characteristically poor S/N ratio, but are true projected images of the 3D object you are interested in. If you can work out the orientation of each copy of the complex you imaged, and average similar orientations together, you can use them to generate a 3D electron density map of for your object. In principle this could be to atomic resolution, but routinely this is in the 6-15 Å resolution range.