What is the ruling of Islamic law on studying a device used in producing alcoholic beverages, if the research is limited to testing the device with water only and does not involve alcohol, along with the permissibility of receiving financial compensation from a supervisor who has funded projects, and is it obligatory to inquire about the source of this money?

If the device you are studying is not exclusively used for alcohol, but also for other permissible things, and your study of the device will only involve water, then there is no harm in your research. It is also not forbidden for you to accept the financial amount if the research project you are working on is permissible, and you are not required to inquire about the source of the money. The consideration is the project you are working on and for which you are receiving a salary.