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This picture, which I found on the Harry Potter wiki, is of the Weird Sisters, the wizarding band from the Yule Ball. In the picture, you can see that one of them at least is playing what seems to be an electric guitar. Indon't know what all of their instruments are, but they look exactly like a Muggle band, including their electric guitars and maybe other stuff. But everyone knows that, 1) Wizards are clueless to Muggle technology (I myself don't even know what electri--I mean, Arthur Weasley), and 2) Muggle technology doesn't work on the Hogwarts grounds.
Note: this is mostly about the movies, since I found this passage in the books:
A set of drums, several guitars, a lute, a cello, and some bagpipes were upon it [the stage]