Simply put, every population we've ever studied or observed evolves. The only way a population wouldn't evolve is if its members replicated themselves perfectly all the time. But we know that doesn't happen; pretty much every replication event includes genetic changes that get passed down to the next generation. That's evolution. So whenever scientists study populations over time, they're watching them evolve. We've observed and documented the evolution of new traits, abilities, genetic sequences, and species both in the wild and in the lab.
That's why you often hear people say that evolution is both a fact and a theory. It's a fact because we see it happen. The theory is our attempt to describe how it happens (for example, by what mechanisms and pathways).
Does that help?