If knowledge is empirical, it's based on observation rather than theory. To do an empirical study of donut shops, you'll need to visit every one you can find.
Empirical looks like empire comes from a completely different origin: it is from the Greek empeirikos, meaning experienced. It was originally used in medicine for doctors making choices based on observation and experiment rather than theoretical ideas. It's now used for any kind of knowledge that comes from experience. Meditate all day on the origins of donuts, but until you visit the donut bakery you'll lack empirical knowledge of donut creation.