Instrumental music involves just instruments — no singing. But you could also say that the conductor is instrumental to — or a critical part of — an orchestra's success.
If you like instrumental music, you dislike vocals. An instrumental song is one without a singer, and there can be instrumental passages of any song, where the band just plays and the singer is quiet. But this word also means something like useful. You could say that Martin Luther King was an instrumental part of the civil rights movement because he was such an important part of it.