Yes, you can keep the curtains open for Moby while he is on the cage.
Later on, when he has out of cage time and as he adjusts to the room, you will have to close the curtains in order to prevent a potential crash landing into the window.
You can certainly play some music or have the TV on for Moby, the background sound will likely encourage him to sing. It's best to stay away from playing budgie sound as that can agitate Moby into trying to find out where the "other budgie" is.
RIP sweet Tito (Summer 2008 - January 17th 2013).
You are missed and never will be forgotten.