This document applies to anybody who wants to understand what is Experimental Economics and the benefits that can profit from this approach for empirical works which validity and scope can be evaluated in a scientific work. In a pragmatic way are described in this document the different steps to be followed methodologically to set out an experiment. Our goal is to give our readers a broad view of an experimental process in economics. Further to the logistics aspects and data collection, this guide also tackles the tools used to work with data and the methodological referees that allow analysing the first results. It also reviews various animation support of the experimentalist community in France.