Orange can be sold by NPC merchants (including your tenants). Orange trees grow on some (but not all) Rainforest planets.
If you have already completed Kevin's quest to find him an Orange, then you can get an Orange sapling from the Bag of Oranges.
Strategy
Trying to find an Orange tree on planets is impractical (they are too rare). A more convenient approach is to summon some merchant tenants (same as in vanilla Starbound: make a house, place some chests in it, place a Colony Deed inside) until one of them has Oranges in stock.
Instead of planets, you can search NPC-controlled space stations (approximately 1 out of 6 stations sells Oranges). Advantage of this method is that you can discover other resources while looking for an Orange. You may also discover some interesting planets while looking for the space stations themselves.
Buying an Orange for Ancient Essence would be very expensive, but if you (by any chance) have that much essence to spare, this method allows you to complete this Kevin's quest immediately.
Trivia
Oranges are so rare in space, because Orange trees were primarily growing on Earth, and Earth was destroyed by Ruin.
_-_The_Noun_Project.svg){kind=link}