You can set the stone in the wax casting and then when cast in metal the metal will automatically set the stone: Setting Stones with Microfoundry
The Microfoundry is a tiny kit from the UK for burning out and melting your metal in a microwave. It also comes with gloves, tongs, crucibles, and mixing powder. The Microfoundry process seems pretty straightforward.
The small detail required in jewelery requires a resin 3D printer instead of a standard filament 3D printer. The resin printer I see most used by jewelery-makers on YouTube is the ELEGOO Mars, which starts at $300.
You'll need to use a castable resin that will leave the casting completely and cleanly during the burn-out stage.
DIY UV Curing Station For Resin 3D Printers | Cheap & Effective Solution Adam Savage built a UV curing oven with UV LEDs, Mylar reflective interior from an emergency blanket, and an electric turntable.