You can most definitely bake asparagus and there are many different recipes for it which you will be able to explore. It will however be important to make sure that you properly prepare the asparagus by thoroughly rinsing the spears and breaking off the ends which are particularly tough.
Keep in mind that how you bake the asparagus will be up to you, though most of the time it is acceptable to set the oven to 450 degrees. A lot of people use nothing but olive oil on their asparagus when they are baking it though there are certainly many different things that you can use with it. You will be able to used baked asparagus with everything from soups and salads to scrambled eggs.