The classical concerto uses the sonata form in its first movement. These are common characteristics:
The exposition is played first by the orchestra and repeated with numerous variations with the soloist.
Some themes may be reserved for the exposition with the soloist.
The second section of the exposition - this concerto is a good example - may be played in the main key by the orchestra and then played in the dominant key with the soloist.
The soloist plays a cadenza between the recapitulation and the coda. In this case, Beethoven plays the cadenza inside the coda.
Here is the first movement of Beethoven's Concerto for Violin in D Op. 61.