They should always pray and not give up...
"Suppose one of you has a friend, and he goes to him at midnight and says, 'Friend lend me three loaves of bread, because a friend of mine on a journey has come to me, and I have nothing to set before him.' Then the one inside answers, 'Don't bother me. The door is already locked, and my children are with me in bed. I can't get up and give you anything.' I tell you, though he will not get up and give him the bread because he is his friend, yet because of the man's persistence he will get up and give him as much as he needs."...Pray in the Spirit on all occasions with all kinds of prayers and requests. With this in mind, be alert and always keep on praying for all the saints... "I will not let you go unless you bless me." ... "Because you have struggled with God and with men and have overcome." ... Devote yourselves to prayer, being watchful and thankful... Jesus went out into the hills to pray, and spent the night praying to God.
Luke 18:1, 11:5-8, Eph 6:18, Gen 32:26, 28, Col. 4:2, Luke 6:12
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Jesus said: "Ask and it will be given to you; seek and you will find; knock and the door will be opened to you. For everyone who asks receives; he who seeks finds; and to him who knocks, the door will be opened". (Matthew 7:7-8)