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This work has been carried out to improve the knowledge of the engineering students in the field of thermodynamics. This experience consists of the experimental and theoretical study of closed systems from cylinder-piston devices where a thermometer and a manometer measure the temperature and gauge pressure, respectively. System volume can be measured as well. The fluid under consideration is air. Regarding to theoretical calculations, air is treated as an ideal gas. At the bottom part of the cylinder, there are an air inlet valve which is connected to a compressor and a safety valve. Two experimental analyses have been proposed: unrestrained compression, and unrestrained expansion. The initial and final conditions are measured (volume, temperature and pressure). From the initial and final conditions, the first and second law of thermodynamics can be applied to obtain work, heat, internal energy, entropy and available energy in each process. Experimental results obtained are compared and discussed to theoretical ones. The main objective of this work is that students learn experimentally to study, perform and analyze the main processes that occur in thermodynamic closed systems with ideal gases. Subsequently, they should analyze the differences between the experimental and theoretical results and identify the causes of them. The experience has been implemented with good results.