Either in last 10 minutes or steep in hot water for 15 minutes or soak in vodka and then add the liquid to fermenter during end of fermentation phase. However orange flavour will come with use of little toasted and coarsely crushed Indian coriander seeds. You can add them either during last 10 minutes of boil or in the fermenter.
If you’re going to make a tincture for it using good vodka(works great) i’d suggest zesting the orange instead. Using the zest of one large or 2 medium Valencia oranges really adds a juicier orange profile than using the peel. Sometimes the peel can add a touch of pithy bitterness in my experience