Friend: Have you ever flirted with a female cop?
Friend: I have done that experience.
I think experience is the wrong word here. What else should he have said?
Experience is fine. The problem is the done. You don't do an experience1. You have an experience.
I have had that experience.
That's what he should have said. Or, alternatively, just relied on do alone:
Yes, I have done that.
Or, indeed, just use the have:
Yes, I have.
While there's other options, there was nothing wrong with using experience. The only problem is that you don't do experiences.
1: Well, there is a use of experience that has emerged in recent years that you would use to do to talk about, but it's not actually relevant here.