Orange offers you three possibilities for activating a roaming option or an Orange travel pass.
To use your mobile phone abroad you need to activate the roaming before your departure - you could subscribe also an Orange Travel Pass option.
Orange Travel Pass allows you to communicate at special rates while traveling abroad. With this offer, you can select in advance a bundle of calls, SMS and or data according to your needs and the duration of your stay.
More information here.
Buy an Orange Travel Pass option before your departure (it is not sold abroad)
Travel pass has to be purchased locally before leaving.