Translation: He/She has played the piano [blank] two months ago.
The options are as follows. desde - "since" se - "-self" [reflexive pronoun] les - "them" [indirect object pronoun] por - "for"
Neither a reflexive pronoun nor an indirect object pronoun work here, so those two options can be eliminated immediately. Of the two remaining options, desde clearly makes more sense than por - and it is correct.
