First step is to find the Xen Ore. It doesn't matter what color you break, it will always drop the same Xen gem.
Next, you craft yourself some Xenstone and a Xen Crafting Table.
Here, you can select the color by clicking on the small color buttons and pattern by clicking on the large button. Then place Xenstone or any previously crafted block in the input slot and you will get new variant in output slot.
