. . . . . . . . concert began with . . . . . . . . song about . . . . . . . . peace and . . . . . . . . work.

In the first blank, article "the" will be used because here the sentence talks about a particular "concert".
In the second blank, article "a" will be used because 'song' is a general noun, here it can be any song.
In the third blank and fourth blank, "no article" or "zero article" will be used because 'peace' and 'work' here describe "subjects" and no article is used with subjects.