Do electron microscopy change the structure of the specimen due to the vacuum step?
There are several different ways to deal with the difficulties of imaging biological samples in vacuum. I'll go over the ones I'm familiar with.
TEM - plastic sections
The water in the specimen is gradually replaced with a resin which then solidifies, and slices about 100 nm thick are cut from the specimen and put into the TEM column at high vacuum. The chemical composition of the specimen is radically altered, but the shape of cells and even the arrangement of organelles inside can be preserved if the treatment is done well. Here's a representative image for this technique from http://www.cellimagelibrary.org/images/7722. You can see the endoplasmic reticulum with ribosomes and mitochondria.

TEM - CryoEM
The specimen is cooled so fast that the water in and around it solidifies without forming ice crystals, which would otherwise disrupt membranes, etc. The specimen is nearly identical to its natural state. These 'vitrified' specimens can be put directly into the microscope column, but they need to be maintained at liquid nitrogen temperatures. The size of specimen that can be cooled rapidly enough is limited to about 300 microns thick. A standard TEM beam doesn't penetrate well through samples more than about 200 nm thick; cryo specimens can be cut similar to plastic sections (though it's much harder than at room temperature), or by focused ion beam milling. Here's a representative image from https://www.pnas.org/content/117/16/8941 showing flagellar motors:

Environmental SEM
Larger specimens can be imaged without dehydration or coating in an environmental SEM (ESEM). This microscope has a high-vacuum chamber for the electron gun and lenses, and a low-vacuum chamber containing the specimen and detectors. This method can image larger samples, up to about 10 mm, close to their natural state, but isn't as high-resolution as the TEM methods. Here's an image from https://forschungsinfrastruktur.bmbwf.gv.at/en/fi/fei-esem-xl30-scanning-electron-microscopy_540 showing a small fish, you can judge for yourself how well the structure is preserved: