Water splitting reaction is 2*H2O -> 2*H2 + O2, which is extremely difficult to achieve in one compartment cell. Probably, you want to study a half reaction 2(H+) + 2e-> H2, which commonly requires using a sacrificial electron donor (or electrochemistry). The required set up depends on the reaction which you are going to study.
Yogesh Singh, I advise finding one publication considering the hydrogen evolution reaction, carefully reading and you will get the instrumentation required for H2 evolution measurements. I can say what you really need is depends on how you wanna conduct your experiment, Electrochemical vs.photochemical. Some special glassware, GC-machine calibrated for H2 gas analysis (If you wanna measure H2 amount), Light source (for the photocatalytic process) and other chemicals and electrolytes are generally used.
For synthesis a material their is a huge number procedures available, example : chemical reduction method, wet chemical synthesis, Autoclave, Muffle furnace synthesis, Ball milling, Top down and Bottom up synthesis etc.,
In the case of Instrumentation we require Electrochemical workstation (That containing Potentiostat and Galvanostat), Further Gas chromatography, for functional group analysis FTIR, Primarily investigation UV, like that so many instrument require to analysis and confirm the hydrogen evolution reaction.
Splitting water and hydrogen production by photocatalytic technology. The splitting of water and the production of hydrogen depend on the properties of the photocatalysts that arose from the nature, composition and other factors of the photocatalysts
For photocatalytic water splitting Electrochemical workstation is used. And for characterization, GC, UV, FTIR, XRD, SEM, etc are some basic analysis techniques. I recommend you to read some articles about photocatalytic water splitting to get detailed knowledge.