The phrase "to do an investigation" means to carefully search for facts and collect evidence in order to uncover information, find the truth, or solve a problem. Full definition
Ghost hunting experts use night vision and infrared cameras when doing an investigation of a location. (dog-grooming-training.com)
That opinion, though, came without going to the scene or doing any investigation into the facts of the case. (hepworthholzer.com)
Doing this investigation in a large container (a plastic storage bin or a baking dish) would allow us to have a bigger reaction. (inspirationlaboratories.com)