In Design Science, you create some new artifact that does not exist. Creating the artifact includes generating new knowledge, since if the knowledge required for creating such an artifact already exists the design is routine, not innovative. Compare designing a car that drives on the ground with a car that hovers over the ground. It is well known how regular cars are built, but building a hoover car is innovative and requires new thinking and knowledge.

Artifacts…

• are things or processes that have or can have material existence.
• includes, but are not limited to, algorithms, human/computer interfaces, system design methodologies or development processes.

 
Creating an innovative artifact is an explorative process. During the project work, you reason about and evaluate different approaches and solutions before deciding how to construct it.

You must, in some way, verify that the constructed artifact solves the problem you have outlined in your project. This can be done by formulating and testing requirements, conducting user interviews, handing out questionnaires to end users, and more. It depends on the type of artifact you have created.