Exploratory play is play where a child investigates objects and materials purely to find out what they are and how they behave, without following a fixed set of rules. A good example for a 3-5-year-old is playing with clay or dough.
At this age, children are naturally curious about how different materials feel and change shape. Handing a child a lump of soft clay or play dough lets them squeeze it, roll it, flatten it, poke holes in it and pull it apart, simply to see what happens each time. There is no instruction to follow and no "correct" outcome; the child is exploring the material's texture, elasticity and how much force is needed to reshape it.
This kind of play strengthens the small muscles of the hand and fingers, which supports later skills such as holding a pencil. It also introduces early ideas of cause and effect, since pressing harder or softer visibly changes the shape of the clay, and it gives the child a sense of control over their environment as they mould the material into whatever comes to mind.
Therefore, moulding and shaping clay or dough is a suitable example of exploratory play for a child between 3 and 5 years old.