English can be either "She plays the violin" or "She plays violin" i.e. can be with or without the definite article; the German doesn't have a definite article here, but could it (and still sound natural)?
Generally German doesn't have a definite article in these cases. Except you are talking about an instrument in an orchestra that is only represented by one person. Another exception is first and second violin I guess. "Er spielt die zweite Geige in einem Orchester."