As you are entering the United States, you will clear (along with all the other passengers) at the port of entry which is of course Orlando. Your next flight is a domestic flight.
The ESTA is simply a travel authority, without which (or a valid visa or right of entry) the airline wouldn't carry you. It does not confirm right of entry nor does it guarantee the determination of the INS official upon presentation. It is not a pre-clearance. If you hold a valid US visa you do not require an ESTA. They are used for travel authorization for eligible individuals travelling from countries included in the Visa Waiver Programme (VWP).