Sometimes the performance will be of a ballet, (Swan Lake, for example), that has already been choreographed, but sometimes the performance is of a completely new ballet, (the Royal Winnipeg Ballet's production of Dracula, which opens fall '98, for example). If the ballet is completely new, the dancers will work with the choreographer and director to make up the dances. During this process the director will say what he or she wants the stage to look like and the choreographer will set the dance steps to make it look that way.
If the ballet has already been choreographed then someone has to "stage" the ballet. This means that the person staging the ballet will teach the dancers the choreography and make any adaptations to the choreography that are needed so that the choreography will work with the available dancers. During this time the dancers will normally dance to either recorded music or a pianist.