Collecting orders is one of the challenges of Candy Crush Saga. Once you learn the secret you'll be all set to tackle these with ease!
In 'Collect the orders' levels, you need to pay particular attention to which items you need to collect. Items will always be shown at the edge of the screen in the small window. Pay attention to this, so every move works toward delivery.
The orders might be quite straightforward, like "make and collect 5 Color Bombs", but they can also be tricky, as you might need to "match 2 Striped Candies together" FIVE times!
If you find yourself struggling for a technique, don't forget you can always head over to YouTube and search for the specific level there. You'll find a wealth of videos to lend a hand.
(Just be sure to choose one where the player doesn't use any boosters!).