Depending on the orchid species, they can be grown in shade or half shade or can get plenty of light but, even though there are a few exceptions, they should not receive full sun during the day except for the very first hours of the morning.
In the shade you can grow micro-orchids and also Bulbophyllum, Cirrhaea, Cochleanthes, Comparettia, Gongora, Liparis, Malaxis, Miltoniopsis, Paphiopedilum, Restrepia and Pleurothallis. In half shade grow best most species of Cattleya, Coelogyne, Dendobrium, Encyclia, Epidendrum, Odontoglossum, Oncidium, and Laelia in general. Where there is plenty of light, Catasetum, Epidendrum, Laelia which grows on rocks, Cattleya walkeriana and nobilior and Dendobrium nobile will do well. Three of the exceptions that thrive in full sun are Vanda teres, Renanthera bella and Brassavola tuberculata.