A sonata is a three or four movement work that features one instrument. Some sonatas, such as those played by piano and guitar, are performed on only the one instrument. A sonata featuring a wind instrument would traditionally be accompanied by piano.
Horowitz playing "Moonlight" is available on iTunes by itself, included in the entire 14th Sonata, or in a collection of 5 Beethoven piano sonatas. You really want to add this one to your collection. You'll listen to it over and over.