There’s not much of the Purple One on the innertubes (it’s too early to start in on the man’s quirks), but when other people owned the copyright, there wasn’t much his legal team could do.
Prince didn’t need special guests or special effects, just a sheet and some fans; it did help that Mother Nature was doing the production design that evening.
(Dead-related thought: the bit when Prince starts the solo is just like when Garcia starts the Franklin’s solo at Lindley Meadows; they are also similar in that they both scare the shit out of me every time I hear them.)
There’s also a mini-documentary from NFL Films about the show (2007 in Miami; Colts beat the Bears 29-17) which features more of Prince’s performance, plus some middle-aged white guy Rock Nerds pontificating about it. Watch it here: