Orbs unlock Demon Gates. There are three different types of Orb - Fire, Ice and Thunder. Each Orb opens it's respective gate. An Orb can be found randomly either in a Mystery Box or as a Random Drop from a Mob in a Demon Gate opened by either a Key or an Orb.
Gates opened using an Orb will have harder Mobs and a harder Boss. The Mobs will generally be around level 60 while the boss will be around level 64 and usually has over 10 million HP.
It is generally considered that an Orb Gate will take a few level 60+ players a few days to kill the boss, but help can be requested should it need to be.
It should be noted that the rewards for an Orb Gate are much higher than those of a Key Gate. Higher EXP, more Money and more valuable items come from an Orb Gate.