To be precise it's ~てみる, as in, て-form+みる and it's a fixed expression. If you want to get really technical, you could say it's "a sequence of an action and then seeing the result" (
Tae Kim), but feel free to not fuss over the details and just remember it as the fixed construction -てみる.
The only reason it became してみました in your example is because the verb form of 演奏 is used with する, and the て-form of する is して, so in the end it became してみる --> してみました. You can use it with any verb, including non-suru ones:
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