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Level 1
When I play Candy Crush App on mobile there are 2 categories available for messages, one category which is represented by a trophy icon (which is where I found notice of orange candy challenge) and a second category represented by an envelope icon. When I play from Facebook on my PC, there is only the envelope icon available with no mention of the challenge. Also, a similar question to mine was posed a few months ago but the answer that was posted points user to a non-existent blog. See links below to view question/answer and the "missing" blog.
question/answer: https://care.king.com/en/candy-crush-saga/my-facebook-candy-crush-does-not-offer-the-challenges-for-gold-bars-how-do-i-get-it-to-appear
missing blog: https://care.king.com/en/blog/article/sugar-track-explained
It's because not of all the challenges are designed to be on each platform, some have been made platform specific such as the Orange Candy Challenge for example and cannot be played on PC. There have been others that were the opposite and some other that were designed for all.
I remember that blog post, Joachim went on to say was that the Sugar Track feature would come to all on all platforms at some point, but this was just specifically for Sugar Tracks and not a general answer on all challenges.