Terahertz Time-Domain Spectroscopy (THz TDS) has attracted attention from many scientific disciplines as it enables accessing the gap between electronic and optical techniques. One application is to probe spintronic dynamics in sub-picosecond time scale. Here, we discuss the principles and the technical aspects of a typical THz TDS setup. We also show an example of terahertz time-domain data obtained from a Co/Pt thin film, a well-studied spintronic structure that emits strong THz radiation.