This project has been going on for a while in one of the Dry Valleys of Antarctica. The logistics for the drilling attempt are difficult to accomplish in such an extreme climate, but that is a good way to test equipment. Probes sent to Mars or Europa will benefit from experience we gain this way.
This lake is covered by only its own ice - about 60 feet thick. In interior East Antarctica, Russian scientists found a lake buried under 2 miles of ice. Here's a cutaway graphic of glacier-buried Lake Vostok:
Read about the fascinating lake under the coldest place on Earth
A Sea of Mystery, Frozen in Time
More on the McMurdo Dry Valleys
MCMURDO DRY VALLEYS REGION, TRANSANTARCTIC MOUNTAINS