We explore the phase diagram of a finite-sized dysprosium dipolar Bose-Einstein condensate in a cylindrical harmonic trap. We monitor the final state after the scattering length is lowered from the repulsive BEC regime to the quantum droplet regime. Either an adiabatic transformation between a BEC and a quantum droplet is obtained or, above a critical trap aspect ratio lambda(c) = 1.87( 14), a modulational instability results in the formation of multiple droplets. This is in full agreement with the predicted structure of the phase diagram with a crossover region below lambda(c) and a multistable region above. Our results provide the missing piece connecting the previously explored regimes resulting in a single or multiple dipolar quantum droplets.