Well it depends. It doesn't have arms and legs so can't physically experiment in the real world, a human is currently a proxy for that, we can do it's bidding and feedback results though, so it's not really an issue.
Most of the time that data is already available to it and they merely need to a prove a thereom using existing historic data points and math.
For instance the Black-Scholes-Merton equation which won the Nobel economics prize was derived using preexisting mathematical concepts and mathematical principles. The application and validation relied on existing data.
