One of the best beers I've ever tasted is a beer called 'Chocwork orange'
https://www.brentwoodbrewing.co.uk/product/bottled-beers/chockwork-orange/
I've often thought about having a go at making something like it but never get around to doing it.
There are a number of ways to get these sorts of flavours into beers:
For the chocolate it is possible to add proper chocolate but it can be hard as you can over do it plus you need to take steps to deal with any fat in the chocolate as fat can kill the head on a beer. For the chocolate I'd follow Clibits suggestion and go with chocolate malt but I'd also add some crystal in there too to bring some sweetness so the chocolate malt flavour tastes really chocolatey - like milk chocolate.
For the orange: Whilst Clibits suggestions undoubtedly would work, when I was thinking about doing this I looked into using essence of orange at bottling time to go for a very orangey flavour. I think it's also a bit easier to do to.