reĝlando

Read it straight off. Reĝo is a king, lando is a land, and the compound drops the -o of the first root: reĝ plus lando gives reĝlando, a king's land. You will also see reĝolando with the vowel kept, which is equally correct and slightly easier to say; Esperanto lets you keep the joining vowel whenever the consonant cluster would be awkward.

Reĝlando and regno are not interchangeable. Regno is the state as a political entity: the realm, the polity, the thing with borders and a government. A republic is a regno. A reĝlando is specifically a regno with a king at the top of it. So the United Kingdom is a reĝlando, France today is a regno and was a reĝlando until 1792, and if you want the abstract institution rather than the territory, that is reĝeco, kingship, or monarkio.

The rest of the set. Reĝino is a queen, reĝido a prince (the -id- suffix is offspring), reĝi is to reign, reĝa is royal, and imperio is an empire. Regi is to rule and gives reganto, a ruler of any sort, which is what you want when you do not know or do not care what title the person holds.