I suppose atoms are conjecture then. No one has ever directly observed them. In fact, no one ever directly observes anything, photons hit our eyes and send signals to our brain that build a picture of what it thinks is going on in the world, but that process is much easier to fool then most people realize, and the information our senses receive is much more limited then most people want to admit.
The reality is that evolution, even the kind that happened millions of years ago, has more evidence supporting it, direct or otherwise, than almost any other scientific theory ever. It is confirmed through an incredible number of different disciplines, and each comes to the exact same conclusions independently, to incredible detail. Morphology, geology, molecular biology, the fossil record, genetics, all reach the same conclusions about what evolved from what. There are tons of transition fossils, we’ve observed new species coming about, what we know about genetics says there is absolutely nothing stopping such large changes from happening over time. If you want more evidence you’re simply being willfully ignorant.
No one assumes anything remotely similar to this happened. This may be true for bicycle, but life is not a bicycle. Many many many complex organized systems spontaneously self organize. You could fill a large library full of books about it.