When conductor Marvin Hamlisch and pianist Kevin Cole get together, a jolly good time is had by everyone. This week the friends match wit and musical expertise in a program honoring the genius of George Gershwin. Hamlisch at the podium, Cole at the concert grand piano and Broadway singer Melissa Errico pull out all stops to send the audience home humming favorite snatches of the composer’s masterpieces for stage and concert hall.