Any chemist can go in the lab and demonstrate Avogadro's law. Has any evolutionist ever demonstrated macro-evolution under controlled circumstances? Of course not.
How can you verify a process that in nature takes many thousands of years?
Instead, you have to test a theory like evolution by formulating predictions based on the theory that can then be verified.
For example: Suppose you see two similar species, judged to be similar based on anatomical similarities and so forth. You hypothesize that they are closely related, that they have a recent common ancestor that they've both evolved from. How can you test this hypthesis? You reason, if they're that related, then when we examine certain genes, we'll find they too are similar. For example, mammalian species all contain the gene for hemoglobin. But often there are slight, inconsequential "spelling errors" in this gene and other genes, which differ from species to species. You may find your two closely-related species do indeed share most of the same spelling errors. This would greatly strengthen the assertion that species have common ancestors. And indeed, this type of observation has been made many, many times -- if you look at the genes, you will see that all species have common ancestors.
So the evidence is extremely strong that all species have a common ancestor and that this happened over hundreds of millions of years. The actual mechanism might still be under debate, on the fringes of modern biology. I myself believe in theistic evolution: God created a system of life that creates itself, with at most only an occasional nudge from the Creator to ensure that sentient life would result.