The Spaniard, who won the FA Cup with Wigan Athletic last season, has brought a new style to Goodison Park since taking over from David Moyes in the summer.
The Toffees were the only unbeaten side in the Premier League this campaign before losing 3-1 to Manchester City on Saturday.
"It's a work in progress but we're working towards being a much better team," the Liverpool Echo quotes Baines as saying.
"I'm enjoying that aspect of it. I'm learning and hopefully we will continue to build on what we've started."
The Merseyside outfit currently sit seventh in the table, four points adrift of leaders Arsenal.