Whether you are drilling a hole into marble for sculpturing or for any other purpose, the technique is quite different from drilling into wood, concrete, or ceramics. Drill bits for softer materials cut and then pull the soft debris from the hole as it is being formed whereas a special type of drill bit, called a diamond drill bit, is used for marble, granite, and stones. This specific type of drill bit grinds a hole rather than using a "drilling" action. Use of this type of bit is similar to any other drill bit, with only minor differences.
Fasten a vice to your work counter until it is mounted firmly and cannot be moved when you apply downward pressure.
Wrap a piece of felt around the bottom and up the sides of your marble, leaving the top of the marble exposed.
Open the jaws of your shop vice just enough to insert the felt-wrapped marble between them and then close the jaws until you firmly clasp the marble between them. Tighten only hand-tight to prevent breakage of the marble and to keep the metal of the jaws from penetrating through the felt and marring the surface of your marble.
Insert a diamond drill bit into your standard electric drill and then touch the tip of the bit onto the marble, where you desire your hole to be drilled. Turn the drill on slowly, allowing the bit to create a starter hole, which will then keep the bit in one place for the remainder of the drilling process.
Increase the drill speed slowly and allow only the weight of the drill to slowly drive the bit into the marble. Resist the urge to apply downward pressure, as you may exceed the grip of the vices, thereby pushing the marble out. Begin applying small bursts of water over the bit and the hole being drilled to provide lubrication and cooling of the bit. When applying the water, move the bit forward and backward (in and out movement) to allow some of the water to trickle down the sides of the bit and into the hole being drilled.
Continue drilling and applying water to the bit during the entire process until the hole is drilled to the desired depth. When you reach the correct depth, keep the drill turning while slowly pulling the bit out of the marble to prevent the bit from getting stuck.
Remove the marble from the vice, discard the felt square, and clean your marble of any debris you may have collected during the drilling process. Allow the drill bit to cool for 5 to 10 minutes before removing it from your drill to prevent any possibility of burns.
A more convenient method for drilling marbles, if you plan on doing this regularly, is to invest in a good drill press. Although expensive, the benefits outweigh the cost if you plan on mass-producing drilled marbles or other glass or rock materials.
Wear eye protection while drilling holes in marble to prevent any potential for eye injury.