A proportion of federal cases go to trial. When a federal case is set for trial, the district judge will usually set a pretrial conference a week or two before the trial date. At the pretrial conference, the parties will argue about how the trial should be conducted.
The typical federal trial involving appointed counsel lasts two to three days to a week. At the trial, the defendant has the right to testify - or to not testify, and if he or she does not testify, that cannot be held against the defendant by the jury. The defendant also has the right to "confront" (i.e., cross-examine) government witnesses, and can use the subpoena power of the court to secure evidence or witnesses for trial.
The defendant need not prove him or herself innocent; the government bears the burden of proving the defendant guilty beyond a reasonable doubt as to every element of a charge. Only if a jury of twelve citizens is unanimous as to every element of a charged offense will a defendant be found guilty of that charge. A "not guilty" verdict will end the case.