This is the 43rd most frequent Italian word.
senza
"Without."
The word 'senza' is used here to express the absence or lack of 'musica' (music).
Non posso vivere senza la musica.
I cannot live without music.
In this case, 'senza' conveys the concept of performing an action ('completare il lavoro') in the absence of assistance ('aiuto').
Ha completato il lavoro senza aiuto.
She/he completed the work without help.
Here, 'senza' indicates the absence of 'lui' (him) within the group described by the activity of going out.