In Creative Engineering, to Experiment means to - as quickly and efficiently as possible - determine basic viability of your ideas/products functionality
This step is critical to ensure as little wasted time as possible is spent trying to design something that fundamentally doesn't work
Since the objective with experimentation is quickly proving or disproving fundamental concepts related to your ideas/products, this process should be "quick and dirty"
For physical ideas/products think, 'popsicle sticks & duct tape'
This means NO CAD, 3D Printing, or any other process that would require relatively significant time & effort - again, focus on proving the core functionality to see if the solution is valid or not
Additionally, for physical ideas/products, it is best to experiment with physical tools/components, to get a real-world "feel" for how it may/may not work - stay away from digital tools, for now
For digital ideas/products think, 'MS Paint and PowerPoint'
Experimentation of digital ideas/products can be done either using digital tools or physical tools, but oftentimes digital tools are more efficient
From your experiments you should be able to decide two things:
Whether or not your ideas/solutions have potential
Which of your ideas/solutions for a problem are best to pursue
From there, you either pick the best idea so far and continue forward, or you take a step backwards and either try a different solution to the same problem, or tackle a different problem-solution altogether, based on your "Brainstorm" phase
The direction here is irrelevant - the key is to keep moving, and avoid getting bogged down through "paralysis by analysis" - where you spend too much time thinking and staying in one place, rather than moving. Taking a step back here is not failure - it is progress