Hypothesis: It is basically a prediction of what an experiment will do. You are making a scientific guess to what is going to happen. After you make a hypothesis you will perform a experiment to test your hypothesis and to see whether your hypothesis was right or not. If it is then you are good to go (move on to make a data) if not then you have to do the project over again.
Research/ Experiment: Usually researching and experimenting are different kind of things but experimenting is basically what i said in the Hypothesis area, you are testing to see if your hypothesis is right or wrong. Usually researching means you are finding a source for your project. (Using source is a main thing when creating a project).
Last by not least theory: Theory is different from predictions or hypothesis. A theory is a supposition or a system of ideas intended to explain something, especially one based on general principles independent of the thing to be explained. Example: My theory for the big bang theory is... and you put your theory in it.
Hope this helped :)