What are some sticking points for requesting an informational interview about a company or role that you're interested in?

I haven't had much luck with contacting recruiters on LinkedIn about recent applications of mine. I would assume reaching out to hiring personnel without pressure, and just requesting a casual informational interview would be better at learning more about the company/role and building a connection.

What are the proper steps in asking for one, and where and when can I apply this? What if I do not have a connection to the company/recruiter that I would want to reach. Would a cold message still be received well?