"We play at night."
Translation:Nós jogamos à noite.
That would be slight different meaning 'We play through the night'. However, I think most people would understand the intention of the sentence. "Pela" is a preposition resulting from the contraction of essential preposition "por" + fem. article "a".
It accepted "nós jogamos durante a noite". I'm guessing it's not what a native speaker would say?
Jogar is used for sports. I don't know what the word would be for play-acting.