Hello, yes of course this paramètres works for orange!
But be carefoul sometimes they are not the same, that depend of the plan that he have in orange. Sometimes the apn is orange.fr other time orange. Try with orange.fr for apn for the data connexion.
You have to put it in:
settings => Wireless & Networks => Mobile Networks
If you are on android 2.3, data access should be checked.
For the apn it's in:
settings => Wireless & Networks => Mobile Networks => access point name
Like in all the android, the menu could be different as it is on android 2.3 here.
If there is some access point, delete it, and make new to be sure that there is only the one that you need.