How do we do something exciting in the evening in Naples? We would like see a performance at the Teatro San Carlo or the equivalent. We will visit in February.
If you want to see a performance at the theater, I'd suggest going to their website (emphasis on THEIR website). You can see what is being performed on your dates and order tickets.
You could take an evening walking tour, or one that ends in the evening such as a food tour starting around 5pm, then walk around and enjoy the chaos that is street life in lovely Naples.
Take a stroll, eat a long dinner, have some drinks, soak up the vibe.