Lazio open their campaign against Dynamo Kyiv in Hamburg on Wednesday night.
“It’s a nice and interesting new format, for us it’s a high-profile competition and all our fixtures are difficult," Baroni said on Tuesday.
“We’ll face a tough team who went through the preliminary round, there’ll be difficulties on the pitch. But we need important games like this one to grow up.
“I’m used to looking at the goals, but I want to move step by step.
“Tomorrow’s game is a delicate and important one, Europa League is a goal for us, a wonderful competition. It’s an opportunity for the team, both for the youths who need experience and for the veterans.
“The beauty of our job is that you never know what you can reach, but you can achieve goals when you’re determined to do it.
“I’m happy and focused, like all my staff. We want to play a great game, and that’s why we’ll need a strong display tomorrow.”