As a general rule we would discourage listening to music as it may affect the students ability to listen to instructions, on the other hand, this may help with keeping the student focused. It is a complicated dilemma, but as a coach it is under your discretion to use or not use music as a tool. What is absolute however is that every student is different.
Some students with ADHD, or students on the Autism spectrum operate more effectively with background music; if the music is soothing it can create a sort of "white noise". This can be comforting as well as necessary for that student in a group they are less familiar with. If a student is allowed to use music in the classroom while working then we should allow it in our program as well.
On the other side of this dilemma some research suggests there is very little to back-up the idea that music improves concentration. Volume is a huge factor as well, the louder the volume, the larger the negative impact on cognitive performance. However, using music as a reward can be in your favour as a coach to manage the classroom. You can read up more on this opinion by here.
Using music in the classroom does have benefits too: it may help students concentrate, drown out other conversations or other bothersome distractions happening in the classroom, or relieve the student from stress, especially if the music is non-lyrical, low in volume, and in the background. Using music as a classroom management tool in the classroom may benefit you whether it be through the student's headphones or from a speaker in the background - as long as the speaker in the background is playing low volume, non-lyrical music.
In conclusion, it is up to you as a coach to learn, use, and test the any tools you can to help manage your classroom and improve learning and most importantly fun! Music can be that tool for you, it just depends on each and every one of your students.