Firstly, what is the purpose of this visit ?? Are you just looking to spend some times with the kids or you have some particular objectives that you want to meet. Also do share more details like the age group and gender of the kids. I believe this would make it a lot easier then to come up with activities. Nevertheless, I'm listing below several activities that could be done.

1) Help them with reading/homework
2) Play energizer/ice breaking games like charades

Hope I somehow helped you.

Do share more details about the orphanage. I myself conduct weekly orphanage visits so I might be able to share some of the activities that I do. Again, you have to provide more info. Then, I can suggest more fun, age appropriate activities. Good luck !!

Just some other random suggestions

1) If got creative people in your group, maybe you can do Arts & Craft
2) Charades was quite a blast when I did it
3) Cat & Mouse game

Good luck for your event !! Hope everything goes according to plan.

Once over, do share you activities. Maybe I can 'curi' some ideas from you as well.

Owh yeah, also post some pictures as well. Love to see what you guys did there.