If you want to do it the "correct" way you should know that there are 7 orbs that are missable. These are all in the last area of the game (you will know, not going to spoil it). All others can be gotten after you finish the game.
Most orbs are found when exploring, but a lot also require you to to different challenges found around the city.
I'll tell you, though, getting this trophy is a real pain. It's more or less impossible to find all the orbs without a guide, and some of the challenges you have to complete are extremely hard and frustrating. Saltyie's solution is much faster and easier, but also absurdly boring to do. So just skip the damn thing and do something fun instead, if you ask me :)