No it will not hurt them at all. They start pecking at anything when they are just a few hours old so just make sure that what is around is chicken safe. Oranges are fine, mine love the guts. They don't eat the peel, so be sure you cut them into wedges or shapes where they can get to the pulp.
The only consideration is not to give them too many treats in the first few weeks because they really need the nutrients from their starter to grow right the first 8-10 weeks. I don't really give mine treats until they are about 10 weeks old.