The overall structure of the Brandenburg Concerto movement is ternary form (ABA). This is a standard type of structure and having a repeat of the first section at the end makes the music feel cohesive. This is discussed in the page on Structure in the World of Beethoven as this form was a precursor to sonata form.
The A section runs from the beginning up to bar 78.
The B section runs from bar 79 (1'13) to bar 232.
The A section runs from bar 233 (3'41) to the end. (Some scores, including Bach's original score, say "da capo" or D.C. at the end to indicate that there is a repeat of the A section, rather than writing it all out again. Subsequently, ternary form can sometimes be called da capo form.)
Fugues were structural devices used very commonly during the Baroque period. Bach wrote an entire collection of Preludes and Fugues for each key on the keyboard.
(Also see Texture in the World of Musical Theatre for "Fugue for Tinhorns")
In order to understand what fugues do, it's worth listening to the "Lady Gaga fugue" that was arranged/composed by Giovanni Dettori!
The first fugal entry is monophonic to allow the subject to be heard by the listener (in this case we are treated with the well known melody from "Bad Romance"!)
At 0'13, the next part enters. The new part plays the same subject and transposes it up a 5th. The first part doesn't stop, but continues to play what's known as a countersubject: a different melody which accompanies the new part in a two-part texture.
After some melodic development including many sequences from 0'23, a third part enters at 0'35 and this is much lower in pitch. The first two parts continue with countersubjects in what is now a very polyphonic or contrapuntal texture.
Bach often wrote four-part fugues. Here is an example of one. At 0'34, we hear the entry of the fourth part and from here on the music continues to unravel in what can only be described as an incredible compositional feat. Bach's mastery of the musical elements is what makes his music so admired today.
Bach's 3rd movement from Brandenburg Concerto No. 5 is not strictly a "fugue" but he has used the structural device to present both the melodic subjects and the instruments of the concertino very clearly. It could be described as a fugal exposition.
The first entry happens at bar 1 on the violin.
At bar 3 (0'02) we hear the second entry on the flute.
At bar 9 (0'08) we hear the third entry played in the left hand of the harpsichord
At bar 11 (0'10) we hear the fourth entry played in the right hand of the harpsichord (it is quite difficult to hear this entry as the texture is very busy by this point).