In the book Night, by Elie Wiesel, there was a friend of Elie's that played music while everyone was dying in the snow, who was the friend?

You are correct that it was Juliek, a tiny young Polish
boy--who recognized that he would not survive the death march--begins to play Beethoven
on the violin.  It is a marked contrast to the situation they are in, and to the main
character/author; this makes it all the more beautiful.

It
is a very short section of the book, which is cut off abruptly when Elie awakens to find
young Juliek dead, his violin smashed to pieces.  It is perfect symbolism of the
hopelessness of their situation, and Juliek had accepted this hopelessness, deciding to
exit the world in the most beautiful way that he could.