An orchestra is a large instrumental ensemble with sections of strings, brass, woodwind and sometimes percussion. It is usually directed by a conductor. A Baroque orchestra was sometimes directed from the harpsichord.
The continuo (or basso continuo) part was usually played on the harpsichord or organ. The instruments were used in the harmonies and for holding the ensemble together. The bassline was often played by the cello or bassoon. The harpsichord is a keyboard instrument where the strings are plucked rather than hammered.
The Baroque orchestra was relatively small (a small orchestra is known as a chamber orchestra). The orchestra was still evolving during the Baroque period. At first there were no set instruments, but as the 17th century progressed, the orchestra began to take shape.
Baroque orchestra instruments usually included:
An example of the Baroque orchestra in action is Vivaldi's The Four Seasons. Note the contrast between solo violin and tutti (main body of the orchestra) passages.