Both space and space-time are curved in general relativity. The easiest way to describe how to measure curvature involves being able to measure angles, but you can also infer and compute curvature by only being able to measure distances.
For simplicity I'll talk about how to measure the curvature of space.
The "easy way" involves selecting three nearby points, and drawing a triangle made out of geodesics (geodesics are the shortest lines connecting those points*). You then measure and sum the interior angles of the triangle.
If the sum is not exactly 180 degrees, you have curvature. The amount of the curvature is the ratio of the angular excess divided by the area enclosed by the triangle.
(For a proof on the sphere, see
http://nrich.maths.org/1434)*This is actually true in the normal convex neighborhood of the points, if the points are too far apart, the line of shortest distance between two points will still be a geodesic, but the presence of multiple geodesics connecting the two points means that some of the geodesics might not minimize the distance.
Because you can measure distances (and angles) even in empty space, you don't need a "thing" to curve. The ability to measure distances between points is necessary and sufficient to define the geometry, and its curvature.
The technique above is one way of measuring what is called the "sectional curvature" of a surface, see for instance the wiki article
http://en.wikipedia.org/wiki/Sectional_curvature.
The descriptions of curvature used in GR are the Riemann curvature tensor and various contractions of it (such as the Ricci and Einstein tensors). It's possible in principle to determine the full Riemann curvature tensor from a knowledge of all the sectional curvatures for the various plane "slices" of the geometry, though I don't know the details offhand.