In developing countries like Nepal, people don't usually carry research activities during undergrad studies, but I want to get into it from undergrad itself. I am currently studying research articles, consulting professors and will be contacting governement research organisation to ask for support for devices required.
Since you specified Nepal, I'd like to make a suggestion - there are some excellent research institutes in India where you can apply to be a 'Junior Research Fellow' after completing your Bachelor's. You won't get a degree, but you will get a modest stipend and the chance to boost your research profile.
I had some friends from Nepal during my undergraduate studies, and a few of them applied to these places, got selected, and after a year and a half of doing research there, went on to top-notch European and American institutes to do graduate studies. I hope you look into it. Good luck!
I've never heard of any US university requiring an "experience certificate". I don't even know what that would mean. There's certainly no organized system for "certifying" such things.
If you have had research experience that is relevant to your field, you can write about it in your statement of purpose, and get letters of recommendation from people familiar with your work, and universities will take it into account.