If you think you may have them in your area, a good way to attract them to your yard is by offering fruit and/or nectar feeders. Halved oranges are one of their favorite foods as well as grape jelly. There are a variety of ways to offer these foods and if you are fortunate enough to get the birds coming it can be an incredible treat! Every year seems to be different in how much they "crave" the fruit. It seems best when they first arrive back and then for the next 3-5 weeks, after that they usually stop coming. We assume it has to do with what is available naturally and once the foods and insects are plentiful they just don't want that old store bought stuff any longer! Catbirds and Red-bellied Woodpeckers that also like the oranges keep coming so we do it all summer. Even if the orioles don't nest in your area they may stop over enroute to their nesting grounds. If you have fruiting trees like crabapples the birds will often stop by to drink the nectar from the blossoms.
Their nests are often built high up in a large maple tree that hangs over an open area. The nests are long and gourd shaped made from fine grasses. I often put out pieces of jute (natural fibers) about 3-4 inches long for them to use in their nests. I hang them over open branches and they will often use them. It's okay to put out yarn too, just make sure it's not any longer than the 4" so it can't entangle the young.
The female is less colorful than the male, mostly a yellowish color with dark wings. Baltimore Orioles are largely insect eaters (gypsy moth larvae, tent caterpillars, grasshoppers) as well as fruits and berries and some seeds from flowers such as hollyhocks. If you would like to plant something for them you can try blackberries, cherries, mulberries or grapes, they love grapes!