Fourier analysis plays a major role in the analysis and understanding of many phenomena in physics and contemporary engineering. However, students, who have often discovered this notion through numerical tools, do not necessarily understand all the richness that can be derived from joint analysis in the temporal and spectral domains, particularly in the field of optics. As part of the second year of the Master's degree in Physics Lasers and Materials at the University of Burgundy, we have set up a set of experiments to highlight these concepts and to show, on a non-trivial example of periodic phase modulation, the precautions to be taken in the interpretation of the various experimentally accessible spectra. This hands-on session, made possible through the use of the research infrastructure, is also an introduction to the use of standard optical telecommunications equipment.