In this article, we describe the experimental station and procedures for investigating the interaction of short-wavelength free-electron lasers (FELs) pulses with solids. With the advent of these sources, a unique combination of radiation properties (including wavelength range from tens of nanometers down to sub-Angstroms, femtosecond pulse duration, and high pulse energy reaching milli-Joules level) creates new research possibilities for the systematic studies of radiation-induced structural changes in solids. However, the properties of the intense FEL radiation generate, apart from the new experimental opportunities, extreme demands on the experimental set-up (mostly in terms of radiation hardness of detectors and their saturation levels). Thus, radiation-induced phase transitions in solids, beyond the fundamental scientific interest, are of importance for the design of FEL beamlines and instruments which interact with the direct beam. In this report, we focus on the instrumentation and experimental techniques used in the recent studies performed at the FLASH facility in Hamburg.