Photographing water splashes is a little bit different from shooting wine glasses crashing into each other. Yes, it's still a splash, but everything is at a much smaller scale. That means to technique changes a little bit, although essentially the process is quite similar.
You're going to need some sort of receptacle for your water and I recommend a flat one rather than a deep one. Old film solution treys will do the job nicely. Then you're going to need a speed light or a flash gun. Unlike photographing larger splashes, photographing a water drop doesn't require that much flash power. One unit is enough, and if you bounce it off a white wall or a piece of paper, it should produce a pleasing light.
Focusing isn't going to be very easy if your water splashes all over the place. That's why it's best to use something like a boom stand, basically anything rod you can hang a bag of water from. Place the water under the bag and put a hole in it.
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Your camera and lens might be able to focus on the exact spot the water droplets fall, but it's best to use manual focus. You don't want the camera to struggle focusing every time you want to take a picture. Set the camera to manual focus and use the live view mode for precise focusing. After that, make sure not to touch the focusing ring again.
Any kind of splash photography requires multiple attempts if you want the best results. In other words, keep shooting as much as you can because it's better to have more photos to choose from.
Here is a video tutorial on how to do it from photographer Gavin Hoey.