The role of theory in social research is that without a sociological theory, nothing can be sociological. Facts disconnected from theory are just facts. Theory makes the facts speak; the facts don’t and cannot speak for themselves. Without a connection to other facts, we cannot assess anything. With theory, you can relate facts to each other. Theory is the body of interrelated logical concepts or universals that connect to empirical facts and phenomena. Empirical research is okay as long as there is theory involved with it. Theory helps us select which facts are important and which are not. Theory also allows us to organize the facts. It would be fair to note that theories and facts are both really important for social research, however they cannot exist alone, especially facts without theories, because they would simply look like Charlie Chaplin sins his mustache

In principle I'm just agreeing with Rashmi Pramanik above, but I wanted to add something a little more simply responding to your final comment. "Research"

in general is the gathering and sorting of information, and "Social" means (in the simplest form) having to do with people, you don't need explicit theory to gather information but you do to sort it. But whether you recognize it as theory, you are already applying theory (through epistemological choices, taxonomy/category, etc) in determining which information to gather, which things count as 'social', but that isn't necessarily evolutionary, nor is it likely to be the same thing for all researchers/information gatherers.

Useful link suggested by

@ Ehsan Namaziandost