The research analyzes the usage of STEAM program "Cognition of Energy and Thermal Processes" for students of ninth (1st Gymnasium) classes in order to deepen and broaden the knowledge of natural science education, develop practical abilities of students and their scientific researcher's competence. Students were advised to do five experimental works in this field. The program engages a basic educational strategy -- inquiry based learning. The results of the pedagogical experiment and the questionnaire survey are discussed. Summarizing the results of the research, it can be stated that educational experimental activities are necessary and useful for students. By using the experiment, students can be provided with educational material in an attractive form, which stimulates the interest in the subject. Program participants have deepened and expanded their knowledge of energy and thermal processes in nature. Students improved their competence in natural science research. They learned how to plan and perform experiments, acquired the ability to formulate hypotheses, to make assumptions, to analyze and explain results, and to formulate reasoned conclusions. Students acquired practical skills to work properly and safely with devices and tools (computer systems Nova 5000 and Xplorer GLX, temperature, humidity sensors, caliper, scales, etc.) Students liked to be young researchers; they felt the joy of discovery by practically experimenting and independently exploring natural phenomena. [For the full proceedings, see ED619611.]