Do you have a reproducible example?
What is the output of this:
ENV["BARON_EXEC"] = "C:\\baron\\baron.exe"
import Pkg
Pkg.add("BARON")
Pkg.build("BARON")
Pkg.status()
versioninfo()
Then in a new Julia session:
using JuMP
using BARON
model = Model(BARON.Optimizer)
@variable(model, 0 <= x <= 10, Int)
@objective(model, Min, (x - 4)^2)
optimize!(model)