This equation shows the relation between the energy (through ) and the wave-vector, , and as you can see, since the left hand side of the equation can only range from to then there are some limits on the values that (and thus, the energy) can take, that is, at some ranges of values of the energy, there is no solution according to these equation, and thus, the system will not have those energies: energy gaps. These are the so-called band-gaps, which can be shown to exist in "any" shape of periodic potential (not just delta or square barriers).