1. - If you put your hand near a light bulb, you feel warm.
2.-Light is a wave. All waves carry energy, therefore light carries energy.
3.-The photo electric effect experiment shows that light (or any other kind of electromagnetic radiation) carries energy. How can you observe this? Well, if you shine a beam of light to a certain metal, light will interact with the electrons in the metal and as a result it will create a photo current. This electric current can be seen with an ammeter.