As a pharmacy student, especially at a research-focused institution, you can get involved in research. A popular organization that facilitates research projects for students is the American College of Clinical Pharmacy.
It is worth clarifying that the "clinical research" most pharmacists participate in, especially during residency training or as a required school project, are more of an operational or statistical nature. For example, studying how quickly patients received antibiotics in a hospital by reviewing a bunch of charts in the electronic health record. Or using things like surveys to find out the effects of a new outpatient pharmacy policy.
If you are interested in something closer to basic sciences like pharmacology or pharmacokinetics, some programs do have dual degrees or a pathway to PhD/Master's level research. You can also ask non-pharmacist professors at your pharmacy school if they will let you join in on their research. Examples of this kind of research would be pooling together measurements of a drug's concentration in the body. It is rare but possible for pharmacists to directly run something like an FDA clinical trial. However, many large hospitals have an Investigational Drug Service where pharmacists facilitate the process (dispensing the study drugs, tracking adherence to study protocols, etc).
In summary, a PharmD is not a PhD in pharmacology. What you study in pharmacy school is more focused on practice-based knowledge and not purely basic science.