Can anyone help me?

Can I say - She played piano at 6 o’clock? If it happened just once. For ex. One day, Anna came home at 12 o’clock. She had some rest and at 5 o’clock she played piano.
Or with time (at 12 o’clock, at … o’clock) it’s always Progressive tense?

Yes, it’s usual to express it that way. Use progressive tense only when you want to stress the duration of the action.