Information is normally generated by scientific inquiry, statistical data collection, meta-analysis, invention, or personal experience.
Scientific inquiry is what is normally called "experimentation." This, basically, amounts to testing of hypotheses or theories. Closely related to scientific inquiry is the field of invention. Inventors often depend on accidents and personal insights.
Data collection and the statistical manipulation of data generates lots of information. A good example here is the U.S. Census. Another is the companies that you encounter in the mall requesting that you answer small questionaires.
Meta-analysis is the gathering together of information from many sources and coming to conclusions based on the patterns discerned. Cause and effect explanations of historical events are created in this manner.