Played piano in capitals of Italy and Denmark (6)
I believe the answer is:
romped
'played' is the definition.
(romping is a kind of playing)
I don't understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for romped that I've seen before include "Got home so easily" , "played with energy" , "cavorted" , "Red mop played happily" , "Played in lively way as children do" .)