You mean instruments? If so, there are quite a few for what you need. For instance, the density of a liquid can be measured using hydrometers (for liquids) or aerometers (for gasses). But of course, you can also do it manually if the geometry is not very complex. You take the volume, weight the object, then you just make the ratio (m/V) and get the density. Even if the geometry is a bit complex (not porous), you can immerse it in water and get the volume by making the difference in water volumes (or mass, height or whatever you want to use).
As for the thermal conductivity, heat capacity and diffusivity, you can find commercial instruments such as this one (https://www.linseis.com/en/our-products/thermal-diffusivity-thermal-conductivity/lfa-1000-laser-flash/). The heat capacity can also be measured by using a calorimeter or by building an improvised one. You can get inspired by the so-called "coffee-cup calorimeter". Measuring the thermal conductivity is not an easy task without an instrument, while the thermal diffusivity can be calculated from the density, specific heat and conductivity.
Of course, everything depends on how precise you want to be with the measurements and, obviously the geometry and the state of matter. Is this answering you question?