The continuo (literally in Italian "continuous") is the bass line in Baroque music that held the ensemble together. It generally plays continuously throughout a movement, sometimes when other instruments may not necessarily be playing.
It is written as a single bass line with a system of shorthand figures that indicate the chords that should be played. Very often, particularly in 18th century music, the instrument that supplied the harmonic support (harpsichord, organ, or one the lute family such as an archlute, chittarone or theorbo - or indeed, any bass instrument that is capable of playing chords) would be supported by the single line bass instruments (usually cello and - in larger ensembles - the violone or double bass).
In The Consort of Twelve we use a copy of a Flemish harpsichord, identical to the one in the picture, made by Andrew Wooderson of Bexley, Kent; or, for sacred music a chamber organ. (Although electronic, its sound quality closely mirrors a pipe organ of the period). We are occasionally helped by an archlute.