If you click the help button in the preferences dialog, you'll see that Orage has escaped the anchor character (#) to %23 in the html link, making it fail find the page. This is with Firefox as the browser, just in case it's actually something stranger.
Yes, I can reproduce this. Need to check how it can be fixed as this was already fixed once....
How to get firefox /usr/local/share/orage/doc/C/orage.html#orage-preferences-window to work in shell? It always changes # to %23 and gives this error. By replacing the %23 with # in the firefox cmd line it works. How to rfer to # in urls?
Finally found out how this can be done. the URL needs to start with "file://" and it work
Fixed in Git 4.8.3.3
Available in Orage 4.8.4.