Because of their schedules, the cast wasn't able to get together for most of the rehearsals, so they did it in a unique way -- largely over (for lack of a better description) teleconferencing. Only at the very end did they get together.
The show was also performed for one night nationally where people went to a participating theater and saw it live on a movie screen.
Here's a 17-minute segment that mainly features Harris, Colbert and Martha Plimpton. It's two videos edited together, which should play back-to-back automatically. There are two songs in the sequence, though Colbert's comes around 4:30 into the second video (13:30 into the whole thing.)