The orange arrow is a so-called diversion arrow. The road sign provides route advice in case the highway you are driving on is too busy, closed or when there is a traffic jam.
So if you want to reach your destination without annoying and time-consuming traffic jams, you can safely follow the orange arrow on the highway. The end of the diversion is indicated by an orange arrow with stripes through it. It is of course not mandatory to follow the arrows.
The diversion arrow is mainly found in urban areas with a large motorway network. In areas with few roads, the arrows are of little use, as there are often hardly any alternatives. Today the function of the signs is less useful, as almost everyone has navigation on board.