The game was played in stormy conditions in Schladming in the Alps and 21 members of the Baggies squad were handed a run-out by Tony Pulis.
However, they found the home side too strong as goals from Marco Djuricin, Jonatan Soriano and Takumi Minamino put them in command before Adil Nabi pulled a goal back for Albion.
Djuricin opened the scoring in the 33rd minute with a powerful drive past Boaz Myhill and Soriano smashed in a second goal from 10 yards five minutes later.
Salzburg made 11 changes at half-time and Pulis brought on 10 substitutes five minutes into the second half – Stephane Sessegnon the only player to see out the full 90 minutes.
The third goal for the Austrians arrived in the 65th minute when Minamino fired past Jack Rose, but West Brom replied just two minutes later as Nabi struck following a goalmouth scramble.