May I get off in an intermediate city of my route during transfer?

What you're describing is called "Hidden City Ticketing", where Istanbul is the "hidden" city between the others, but is the one that you're actually planning to travel to.

Hidden City Ticketing is generally not allowed under the rules of the airline, and there can be a number of traps to planning a hidden city trip (the most common two being checked luggage and return tickets), but many people do make use of it as a way of obtaining cheaper tickets.

Rather than repeating myself, I'd suggest reading through this blog post I wrote on this very subject that covers most of the details.

Nobody will stop you from getting off in Istanbul. However,

1. If you check any luggage, it will probably be checked direct to Baku and you won't be able to retrieve it in Istanbul.
2. Turkish Airlines is free to rebook you on a different trip to Baku that may not go through Istanbul if weather, maintenance, or scheduling issues require them to cancel or redirect your flight.
3. If you bought multiple flights on the same ticket (i.e. a round trip), Turkish Airlines will probably cancel the rest of the ticket after you get off in Istanbul.
4. This is almost certainly against the airline's rules, and they might ban you from flying with them if you do it too often.
5. Since Baku is in a different country than Istanbul, you will need either a visa or a visa-free passport for Azerbaijan or you will not be allowed to board your initial flight to Istanbul.

Thus, while doable, it is risky, and if something goes wrong the airline is not required to get you to Istanbul (only to Baku).