Orders, like Products and Product Groups can have custom Properties set against them. This can be useful for categorizing Orders and for use as Filters in Messenger.
To create Order Properties, follow the Standard Property guide, but on the Properties page create a Property Group for the entity type Orders:
And then create Properties within that Property Group on the entity type Orders:
Once you have created the Order Properties, on an Order click on the Properties tab and the Properties you have created will be visible for you to enter values into: