In theory a CAD package should work well at any size, but things do start to go wrong when you are a long way from the norm!
Based on my experience with other cad systems you <may> run into problems trying to create geometry at very small sizes. One system I tried the sketch auto constraints fell over all the time and made the sketching impossible.
You could just create it all 1000 times bigger and put a covering note on the drawing: all dimensions in micrometers (when in (virtual) reality they are mm).
If you do that and need to send the solid model to someone else real size you might want to create a boolean dependent design that is scaled down 1000 times. However you need to check out that the features are correctly reproduced at that "size".