This article shows the design and construction of a test bench for experiments on mechanical systems vibrations. The experimental setup is finalized to the development of a project work proposed to the students of the course "Mechanical System Vibrations", within the BSc faculty of Mechanical Engineering. The principal motivation that leads to the enrichment of the educational programme of the aforementioned course is the willingness to involve the students in a valuable learning-by-doing activity, aligned to the recent paradigm of active learning. From a didactic perspective, such an approach improves the engagement of the students and promotes the discussion with their peers. In this framework, the curiosity towards the practical activity enhances the acquisition of knowledge. The project regards the theoretical modelling of a 4-storeys building exploiting a lumped-parameters approach, and the deployment of some laboratory sessions. Acceleration data gathered during laboratory activities are employed in analyses in both the time and the frequency domain, exploiting the procedure of “Experimental Modal Analysis”. Conclusively, the project requires the students to design and construct two different types of Tuned Mass Dampers whose effectiveness will be directly tested on the building, subjected to a condition of harmonic motion imposed by an actuated sled. The final deliverable of this practical activity is a report that students should submit by the end of the course.