how things change from one species to another, well the theory covers that, you may be dubious about the theory, however a little time invested in learning will show the theory is pretty solid. Evolution however is a fact. If you need an example: drug resistent bacteria.
There are a number of bacteria that used to be highly suseptable to an antibiotic, that now are no longer affected.

This is evolution, the parents ( most of them anyhow) would have died when exposed to the antibiotic, the kids ( well most of them anyhow) are now able to tolorate the antibiotic, or it simply doesn’t affect them.

The theory of evolution explains this, in that some of the parents were not as suseptable to the antibiotic as others. Because we have been expsosing the population of bacteria to the antibiotics for a period of time we have been in effect selecting for bacteria that are resistent to the antibiotic. this has resulted in drug resistent bacteria.

this is a small change. Tehre are litterly thousands of otehr examples if you go look. For bigger changes, ie fish to amphibian, it takes longer forthis to occur, but it has.

Now it is possible that another force caused this change, however ther is no supporting evidence for that. There is however a huge ammount of evidece for natural selection/sexual selection/ genetic drift/ etc, all vectors for explaining the changes using the theory of evolution.

good luck with your self education