Do baroque, romantic and modern eras of music technically come under an umbrella of "classical"?

Glinzek and Mamianka have given you two very fine answers. Don't forget that all these 'labels' were fabricated by musicologists and historians only around 100 years ago. The composers of the time wouldn't have had the faintest idea what you meant if you spoke to them about 'Baroque', 'Classical' or 'Romantic' music.