Why are all my characters orange?

It means that your renderer cannot find the Shader Groups / Shaders referenced (by their name) in the Character Maker
 
 
Usually, all you have to do is to import the maya scene containing your source characters with all shaders in your scene so that your renderer will be able to find them (using the Crowd Render Menu / Import Shaders).
 
More about Shading Assignment  here.