Natural gas hydrates are ice-like solids composed of gas and water molecules. They are found worldwide at all continental margins as well as in permafrost regions. Depending on the source of the enclathrated gas molecules, natural gas hydrates may occur as coexisting phases with different structures containing predominantly CH4, but also a variety of hydrocarbons, CO2 or H2S. For a better understanding of these complex hydrate formation processes on a micrometer level, an experimental setup with a new high-pressure cell was developed, which can be used in a pressure range between 0.1 MPa and 10.0 MPa. Peltier elements ensure precise cooling of the cell in a temperature range between 243 K and 300 K. The selected temperature and pressure ranges in which the cell can be used make it possible to simulate the formation of gas hydrates in their natural environment, e.g., on continental margins or in permafrost areas at a depth of up to 1000 m. The cell body is made of Hastelloy, which generally also allows the use of corrosive gases, such as H2S, in the experiments. The inner sample space has a volume of about 550 µl. A quartz window allows for microscopic observations and the systematic and continuous in situ Raman spectroscopic investigations of the forming hydrate phase mimicking natural conditions. Single point measurements, line scans, and area maps provide information on spatial heterogeneities regarding compositions and cage occupancies. The pressure cell can be operated as a closed system or as an open system with a defined continuous gas flow. The use of a continuous gas flow also allows for the in situ investigation of transformation processes induced by changes of the feed gas composition. In this paper, all details of the new experimental setup as well as preliminary results of our investigations on the formation of complex mixed hydrate systems both in the open and closed systems as well as the CH4-CO2 transformation process are presented.