On some levels of Candy Crush Saga starting from 126 you are asked to "Collect Orders".
This means there are certain items you have to collect..
ie: match together.
The levels where you are required to collect orders are marked with a pink check mark, see image.
There are several different orders you need to collect and you will see what is needed at the start of the level.
In the image above you can see you need to match 20 green, 20 blue and 20 red candies.
You match candies in the normal way but particularly need to match the specified colours.
In the image below for a different level you need to match together 2 stripes, a stripe and a wrap and a stripe and colour bomb.
The colour does not matter with stripe and wrapped candies.