Orange Liqueur
There are many different kinds of orange liqueur, and the distinctions are confusing and somewhat overlapping. Curaçao (orange, blue, and any other color), triple sec, Cointreau, and Grand Marnier are all types of orange liqueur. Curaçao and triple sec are styles whereas Cointreau and Grand Marnier are brands.
Some orange liqueurs have a neutral spirit base. Others have a brandy base or rum base.
In a pinch, you can sub any orange liqueur you have on hand with any other one. It may not always be perfect but in many cases it should be fine.
Cointreau & triple sec
Cointreau is often called for by name because it is an 80-proof, neutral spirit-based orange liqueur. It is the de facto premium triple sec.
Curaçao
I recommend Pierre Ferrand Dry Curaçao anywhere (non-blue) curaçao is called for.