Reservoir computing is a brain-inspired approach for information processing, well suited to analog implementations. We report a photonic implementation of a reservoir computer that exploits frequency domain multiplexing to encode neuron states. The system processes 25 comb lines simultaneously (i.e., 25 neurons), at a rate of 20 MHz. We illustrate performances on two standard benchmark tasks: channel equalization and time series forecasting. We also demonstrate that frequency multiplexing allows output weights to be implemented in the optical domain, through optical attenuation. We discuss the perspectives for high-speed, high-performance, low-footprint implementations.