This article contains lore taken from Warcraft III: Reign of Chaos, Warcraft III: The Frozen Throne, the manuals, and/or official bonus maps.
Adds 6 bonus fire damage to the attack of a Hero when carried. The Hero's attacks also become ranged when attacking air and do splash damage to nearby enemy units.
Source[]
Illidan has this in The Brothers Stormrage, chapter 8 of the Frozen Throne sentinels campaign, Terror of the Tides. He also carries this Orb with him throughout the Blood Elf Campaign, Curse of the Blood Elves (unless it is discarded in the Night Elf campaign).
As the name implies, Kil'jaeden presumably gave Illidan the Orb to aid him in destroying the Lich King.