Noooo! Don't do it D:. Bleach will fry the wig to pieces, and it will be ruined.
Wigs are plastic, and do not behave like human hair when it comes to coloring. The color is put into the plastic before it is extruded into wig fibers, so there's no way to lighten or completely change the color of a wig. You can only dye it darker with some wig dye, or if you have a white / platinum blonde wig, you can dye it pastels or bright colors.
You'll have to buy an orange wig. Sorry :\