Usually they can believe what is happening is real in some way. Or the director asks them to think of something to make them Cry.. But some people that I know can actually make themselves cry so some of them may have that ability
There are special mixtures of saline and other chemicals, known as "acting tears", that cause eyes to swell, redden, and look as if they are tearing up. Also, in low-budget or backyard films, producers may drip water into theirs actors' eyes, before filming, or during, if they drip water from offscreen.