It depends a bit on how you ran the ORCA calculation. If you use specific keywords (e.g., I can't see any options for creating MO - #3 by ghutchis) Printbasis PrintMOs in your input, you can just open the output file.
Otherwise, you should use the orca_2mkl file -molden to create a molden file for visualization.
Also, since we’re about to release 1.100, I’d generally suggest using a nightly build from Install — Avogadro 1.99.0 documentation