Experimental physicists conduct research (experiments) to verify or disprove theories, and to discover new phenomena or behavior. Most theoretical advances come in response to experimental observations that are puzzling or unexplainable by existing theories.
On the other hand, engineers build devices (usually practical) using well known principles. Parts of engineering are mathematical and creative (think information theory), and some engineering can look like experimental physics (investigations into strength of materials). In other words, sometimes the lines blur. However, most engineers build things (electric toothbrushes, iPods, computers, buildings, bridges, cell phones, space shuttles) and the vast preponderance of engineering is applied.