Darwin performed hybridization experiments that demonstrated the principles, and the topic appeared as a section in Origin of Species. However, Darwin's experiments lacked statistical rigor -- he didn't do enough variations to make statistical assertions. This gap was later adeptly filled by Mendel. Freeman Dyson did a wonderful lecture on this topic right before his passing, which covered various forms of biological & cultural evolution spanning Darwin to present:

https://www.ias.edu/news/in-the-media/freeman-dyson-biologic...

If you want an alternate source:

https://www.nature.com/articles/s41437-019-0289-9

He formalized it as a theory that could then be tested, reviewed for internal consistency, used to model/explain the world, etc.

Yeah I wouldn't call what he did primarily demonstrating, but gets you on that path (and IIRC he had several examples to point to for concepts).

He did in his book. He gives instructions for how to perform his plant hybridization experiments in your own garden.

On the subject of demonstrations-in-the-lab, there's an interesting experiment that's been tracking and sampling some E.Coli since 1988.

https://en.wikipedia.org/wiki/E._coli_long-term_evolution_ex...

He did refer to experiments which demonstrates "natural" selection in action, like pidgeon breeding.