Depending on the mechanical system you are trying to design and the phenomenoh you are trying to study, the general trend would be to model and simulate the system using already established design softwares. The results of the simulation may be validated using experimental results.
Some of the tools you may need include;
(i) Simulation Mechanical
(ii) Autodesk inventor
(iii) Ansys fluent etc.
So maybe if you describe the system you are trying to design, you may be properly advised.
To build on previous comments, the best course of action, if you do not want to build a physical model is a numerical simulation of the component. An easy-to-use commercial software, which allows for design and testing of mechanical components is 'Solidworks'. You can quickly sketch up the component in a 3-D frame and analyse by applying loads/moments. For a more advance analysis (using FEM, fluid dynamics etc.), you can input your 'Solidworks' geometry into the ABAQUS or ANSYS suits.
A more detailed description of your mechanical system would help me to give a better answer as the one provided is very general.