The every-10-year U.S. Census does not ask questions about support for or participation in the arts or nonprofits. However, it does ask about things like income, education, language, mobility, household makeup, and more, all of which can affect nonprofits. The first link below is the official U.S. Census site, and the next three under Visualization provide different ways of viewing the same Census data.
Look to see if there is a local arts council, if they offer funding opportunities, and how active the events calendar is. Find these by adding the keywords "arts council" to your location in Google.