In order to get detailed shots of tiny objects, you'll need a macro lens. Macro lenses can get pretty pricey, some going for $1k just to shoot some stinky old bugs! If you don't feel like spending that kind of money, you can actually reverse mount one of your lenses and use extension tubes to increase magnification. For the green bug shot below, Kelly used the Canon MP-E 65mm f/2.8 1-5x Macro Photo Lens that we borrowed from a friend. She nailed the shot! It is incredibly hard to focus and frame macro shots out in the field as you often have to move the entire camera body to change your focus.
With macro lenses, the more you zoom, the shallower the depth of field gets. This means that only a small part of the subject will be in focus. This is inherent to macro photography, and there isn't much you can do to get the entire subject in focus, unless it lies on a single plane. What you want to do (and what Kelly did) is get the eye in focus.
It is also very hard to get light on such a small subject. If you're outside, you're at the mercy of the sun and just as importantly....the wind. A slight breeze will move your subject and make it very hard to get a good shot. Most macro is shot indoors because of this. Normal on-camera flashes cannot be used in macro because the subject is so close to the lens. You can use off-camera flash but that often creates shadows. So, most macro shooters use an LED ring flash that mounts to the end of the lens and produces uniform light.