Does she actually play the oboe?

She doesn't :) http://www.nylon.com/articles/lola-kirke-mozart-in-the-jungle-interview

She can play a little bit and always has an oboe teacher on set with her.

She probably learned the basic for the role. Probably plays on the level a first year band student in High School would play at. Enough to be believable on screen,but a professional actually plays the music which is dubbed.

She can play my oboe anytime 😉😅