Few days ago I have created one transaction from btc to xmr
This is not possible. You can only exchange BTC for XMR (buy / sell).
Your problem is that your transaction hasn't been received (BTC). Try to be as precise as possible.
the exchange told the transaction got into the orphan block. We didn't receive the funds.
Which exchange did you use?
Do you have the transaction ID for us ?
the funds will be returned to you by the network.what does it mean? can someone please explain me I am new to crypto please help? thank you in advance
If a transaction gets included into a block, which then won't be part of the longest chain, it is called an orphaned block.
Since the block is not part of the longest chain, it is not confirmed. But usually those transaction from orphaned blocks will be put back into the mempool (which leads to them confirm a few blocks later anyway).
If your client (core / electrum / which wallet are you using ? ) is up-to-date, it should already show that you still have the funds available.
It is possible that this is just an excuse and you got scammed. Usually they automatically will confirm after being orphaned (given that the fee isn't way too low).
Did you use a non-reputable, less-known exchange ?