There was a concert, shortly after the Latest Doctor premiered. You can see it here:
In short, it’s got some Great music from last season and I’d LOVE to purchase a high quality version…but I canna find it!
iTunes, Amazon, BBC One - Doctor Who
Nothing. 
Don’t tell me I have to illegally rip a crappy Youtube version…please.
This prom is available on DVD, the Doctor Who Chistmas Carol. Also there have been a number of Doctor who soundtrack albums with the music.
There was a previous Doctor Who prom, that is on the Doctor Who complete specials DVD with the episode the Next Doctor.
So what’s the significance of the word Prom? In the US it’s a highschool Dance the kids go to (stereotypically with underage drinking and virginity loss)…which isn’t exactly the same thing. 
Promenade concert.