A peak in the FRF is the definition of a resonance.

Say you have six modes at different frequencies. The mode shapes for those frequencies have nodes moving harmonically in different directions by different magnitudes and at different phases to the forcing phase of 0 degrees.

When you pick a node and a direction to plot the Frequency Response, you get a Magnitude and Phase plot where you can see the peaks and valleys.  Those peaks and valleys are a superposition of modes from Modal analysis. The amount of each mode is determined by the Participation Factor.