Put the entire title in quotes.
Here’s a quick tip that will help:
Short works, poems, magazine articles, etc. go in quotes.
Long works, books, CD titles, etc. are italicized.
I assume that you are not asking about a bibliographic citation, but rather a reference to a composition in the text. Here is a little guide for Mozart:
Use italics for titles of operas:
Le Nozze di Figaro
Use quotation marks for songs:
“An die Freude”
For sonatas, concerti, and symphonies, do not use italics or quotes, but include the K. number (from the Mozart catalog):
Mozart’s Sonata in D Major for two pianos, K. 448
The exception for this would be in the work has a nick name, such as Symphony in C Major, “Jupiter”