How to set up the experiment for alkoxylating the phenol with ethylene
oxide in laboratory scale?

That doesn't sound like a great reaction.  Is there a reference for that?

http://patft1.uspto.gov/netacgi/nph-Parser?Sect1=PTO2&Sect2=HITOFF&p=1&u=%2Fnetahtml%2FPTO%2Fsearch-bool.html&r=4&f=G&l=50&co1=AND&d=PTXT&s1=alkoxylation&s2=phenol.TI.&OS=alkoxylation+AND+TTL/phenol&RS=alkoxylation+AND+TTL/phenol

Well, that reaction definitely should not be performed by a novice. 
Also, it sounds technically challenging.  I'd say get some help in
person from a trained organic chemist.  Which phenol do you want to
alkoxylate?  Ethylene oxide doesn't sound fun to handle.  It's a
flammable gas.  I wouldn't do this in the lab myself, and I have quite
a bit of experience.  Can't you find some other way to make the
compound you want?  What is that compound, anyways?

Thanks for your concern. 
Actually, i would like to produce alkoxylated phenol, such as phenol
with n mole(EO/PO). The phenol I aimed is pure phenol. I just to make
sure if the alkoxylation can be carried out in the lab.
After that, I will run the sulfonation of alpha olefin(C14/16) to get
olefin sulfonic acid.
Then I will use the olefin sulfonic acid to akylate and sulfonate the
alkoxylated phenol.
The final product is alkoxylated alkylphenol sulfonic acid.

I'm sorry, I don't understand your terminology.  Can you use proper
IUPAC names?  At any rate, I do not recommend this procedure.  Also, I
don't understand what you mean by "sulfonation of alpha olefin".  That
doesn't make any sense at all.