Exploratory behaviour lies at the core of human essence. Being confronted with novel terrain, materials, tools, or artistic creations, humans instinctively explore the unknown in order to acquire information about it, to make sense of it, to act on it, and to appreciate what is in front of them. This quest for understanding involves dynamic engagement like walking, observing, handling objects, and manipulating them to witness changes in sight, touch, or sound. Active exploration is pivotal in shaping our sensory experiences of the world. Yet, the mutual relationships between perceptual experiences and the dynamic structures of the multisensorial information generated by active exploration are still not well understood. This presents a significant scientific challenge in itself and for comprehending the human mind's workings in natural settings. It also negatively impacts the development of multisensory interactive technologies and the innovative design of immersive systems, as well as the modelling of intelligent adaptive behaviour, thereby affecting nearly every facet of our life, including healthcare, education, mobility, AI, robotics and culture. EXPLORA aims to uncover the mutual interactions between perceptual impacts and active exploration systematically, quantitatively, and empirically. We propose a paradigm shift, approaching perception of materials, objects, and space as dynamic interactions with complex ecological systems. Through our innovative, cross-sectoral, multi-disciplinary, and sustainable research and training programme, we aim to catalyse this shift, creating impact through transfer between science, engineering, design, arts and industry and by connecting multiple levels of STEAM (Science, Technology, Engineering, Arts, and Mathematics) education from middle schools to doctoral education to enhance talent and knowledge circulation across the European R&I (Research and Innovation) landscape.