A classic and ancient experiment is to get a compass, a battery
(9volt is fine), and some wire. Notice that the compass changes
when the circuit is closed (wire connected to the two terminals).
You can also see that the compass gets affected less when it is far
from the wire versus next to it.
If your interested in the math behind the experiment, you may
want to do some research on the Biot-Savart Law. The Biot-Savart
law describe the magnetis field when the current is constant, or
not time-varying. A more general form of the equation is called
Ampere's Law, and the more general case of that is Maxwell's
equations.