If they are orange, pick'em. Let them sit out in the sun for a while as it will help them cure out a little before selling, decorating, storing, or whatever you plan to do with them. Or you can always just wait until the plant dies and then harvest, either works fine.
Yep, if it is orange, go ahead and pick. Even if it isn't orange, if it is a reasonable age where the skin isn't like a zucchini, you can still pick it and it will turn orange. We almost always end up picking all our pumpkins green because it will get freezer burned or damaged by frost if left out long enough to turn orange. The one accidental pumpkin plant this year is already half destroyed by powdery mildew that resulted from nights in the high 40's and low 50's nights with constant rain or dizzle. I plan on pulling them all in the next few days along with all the green tomatoes.