It all depends upon what information you are trying to determine. By "Xrd test" I am assuming you mean x-ray diffraction. For bulk mineralogy, you can do one of the following: If your rock is fine grained, you can cut a chip, polish it, and x-ray the chip directly. Otherwise, you can simply crush it into a powder using a percussion mortar and pestle, followed by an agate mortar and pestle, and then x-ray the powder that has been sprinkled onto a glass slide or pressed into a boat.
Yes, this is roughly the case. Measurement directly on the polished surface of sedimentary rock (claystone) is of course possible, but it is usually influenced by a considerable preferred orientation. There are also quite strict requirements for granulometry and granulometric homogeneity of the sample. The preferred procedure is to measure a very finely ground sample in a suitable cuvette.
But it is always necessary to clarify first what the aim of the analysis is. The procedure differs whether the aim is to find out what clay minerals are present in the sediment and what their diffraction characteristics are, or whether it is necessary to determine the semi-quantitative composition of the total rock.