We investigate linear and nonlinear light propagation in the photonic crystal fibers infiltrated with nematic liquid crystals. Such a photonic structure, with periodic modulation of refractive index, which could be additionally controlled by the temperature and by the optical power, allows for the study of discrete optical phenomena. Our theoretical investigations, carried out with the near infrared wavelength of 830 nm, for both focusing and defocusing Kerr-type nonlinearity, show the possibility of the transverse light localization, which can result in the discrete soliton generation. In addition, we present the preliminary experimental results on the linear light propagation in the photonic crystal fiber with the glycerin-water solution and 6CHBT nematics, as the guest materials.