Learn to buzz. The buzz is the basic foundation for producing a sound on any brass instrument, and is produced by pulling back the corners of your lips into a tight smile, and blowing air through the lips to make them vibrate.
Practice with just the mouthpiece first. Hold the mouthpiece up to your buzzing lips to create the buzz in the mouthpiece. It should sound fairly high pitched, but practice varying the pitch on the mouthpiece by tightening and loosening the corners of your mouth.
Add the mouthpiece to the horn and buzz to produce a sound again. If you're learning a brass instrument for the first time, have a tuner or piano on hand to figure out which notes you produce when you first produce a sound on the baritone, because with each fingering you can produce multiple notes.
Learn the fingerings of the baritone. Most beginner horns have only three keys, and every combination produces different notes. Use a fingering chart to practice scales or beginning songs.
Practice lip slurs to gain control of your embouchure. Lip slurs are done by starting on a particular pitch and then slurring up and down to a given combination of notes in the same fingering. Repeat the combination of intervals using each fingering, going up or down chromatically.