There has been significant recent interest in synthetic dimensions, where internal degrees of freedom of a particle are coupled to form higher-dimensional lattices in lower-dimensional physical structures. For these systems, the concept of band structure along the synthetic dimension plays a central role in their theoretical description. Here we provide a direct experimental measurement of the band structure along the synthetic dimension. By dynamically modulating a resonator at frequencies commensurate with its mode spacing, we create a periodically driven lattice of coupled modes in the frequency dimension. The strength and range of couplings can be dynamically reconfigured by changing the modulation amplitude and frequency. We show theoretically and demonstrate experimentally that time-resolved transmission measurements of this system provide a direct readout of its band structure. We also realize long-range coupling, gauge potentials and nonreciprocal bands by simply incorporating additional frequency drives, enabling great flexibility in band structure engineering.