If you infer that something has happened, you do not see, hear, feel, smell, or taste the actual event. But from what you know, it makes sense to think that it has happened. You make inferences every day. Most of the time you do so without thinking about it.
Suppose you are sitting in your car stopped at a red signal light. You hear screeching tires, then a loud crash and breaking glass. You see nothing, but you infer that there has been a car accident. We all know the sounds of screeching tires and a crash. We know that these sounds almost always mean a car accident. But there could be some other reason, and therefore another explanation, for the sounds. Perhaps it was not an accident involving two moving vehicles. Maybe an angry driver rammed a parked car. Or maybe someone played the sound of a car crash from a recording.
Making inferences means choosing the most likely explanation from the facts at hand and drawing a conclusion.