From Jack Keller's site under Orange Wine recipes:

Most certainly wine can be made from oranges. I have several recipes
for orange wine, but will only cite the two below because the others
are essentially variations on these two. <snip>

I have not tried the first recipe below, so cannot attest to it as
being good or otherwise. But I have tried the second, and it makes
a very good wine. I used very sweet Valencia oranges.