This question is very vague, with no indication of which country or time period you're you'd be interested in; "Baroque" is a term that covers an artistic movement which lasted over a hundred years, with evolving currents and incarnations occurring in different places. Unfortunately, this makes writing a precise answer difficult.
In any case, you might be interested in this answer I wrote about a year ago discussing the social and economic conditions of the city and republic of Venice in the 18th century, which was a major center of baroque art. Although Venice is by no means a representative example of the world's state of affairs in the 18th century, that answer might give you some ideas for more focused questions. I'd also be happy to answer additional questions you might have about Venice and the rest of Italy in the period when baroque art was in vogue.