You could do that this way for example:
package main
import (
    "encoding/json"
    "fmt"
    "io/ioutil"
    "net/http"
)
type myData struct {
    Response struct {
        NumFound      int  `json:"numFound"`
        Start         int  `json:"start"`
        NumFoundExact bool `json:"numFoundExact"`
        Docs          []struct {
            ID       string   `json:"id"`
            URL      string   `json:"url"`
            Band     string   `json:"band"`
            FmRadios []string `json:"fmRadios"`
        } `json:"docs"`
    } `json:"response"`
    Highlighting struct {
        B3Ade68B3G6F86Eda3 struct {
        } `json:"b3ade68b3g6f86eda3"`
    } `json:"highlighting"`
}
func main() {
    resp, _ := http.Get("https://api.vagalume.com.br/search.art?q=Aerosmith&limit=5")
    responseData, _ := ioutil.ReadAll(resp.Body)
    d := myData{}
    err := json.Unmarshal(responseData, &d)
    if err != nil {
        panic(err)
    }
    fmt.Println(d.Response.Docs)
}
Output:
[{b3ade68b3g6f86eda3 /aerosmith/ Aerosmith [14634980201914128847|acustico 1464201608479108132|rock 1464720376206867533|rock-ballads 14647977281792658143|rock-classico 1470155219129532|romantico 1475867272151401|rock-das-raizes-ao-progressivo 1479752883943544|heavy-metal 1506975770142563|pop-rock 1508779923321353|para-viajar 1514919045178434|hits-anos-90 1521216096352408|hard-rock 1522179349368851|monday 1522261529679510|depre 1528233925925603|dia-dos-namorados 1534365009290224|favoritas-do-vagalume]}]
EDIT:
Or, as suggested, if you don't know the JSON's structure, you could use this:
package main
import (
    "github.com/tidwall/gjson"
    "io/ioutil"
    "net/http"
)
func main() {
    resp, _ := http.Get("https://api.vagalume.com.br/search.art?q=Aerosmith&limit=5")
    responseData, _ := ioutil.ReadAll(resp.Body)
    defer resp.Body.Close()
    value := gjson.GetBytes(responseData, "response.docs")
    println(value.String())
}
Output:
[
      {
        "id":"b3ade68b3g6f86eda3",
        "url":"/aerosmith/",
        "band":"Aerosmith",
        "fmRadios":["14634980201914128847|acustico",
          "1464201608479108132|rock",
          "1464720376206867533|rock-ballads",
          "14647977281792658143|rock-classico",
          "1470155219129532|romantico",
          "1475867272151401|rock-das-raizes-ao-progressivo",
          "1479752883943544|heavy-metal",
          "1506975770142563|pop-rock",
          "1508779923321353|para-viajar",
          "1514919045178434|hits-anos-90",
          "1521216096352408|hard-rock",
          "1522179349368851|monday",
          "1522261529679510|depre",
          "1528233925925603|dia-dos-namorados",
          "1534365009290224|favoritas-do-vagalume"]}]
     
    
gjson.Get(json_string, "response.docs")