What chemicals can be produced from orange peels?
A Google Books summary of a recent review article informs me that the article says that the chemicals that can plausibly be made from orange peels include D-limonene, pectin, ethanol, methane, and pectinase. The reason I assume this list is complete is because it comes from a review article summarizing everything that orange juice manufacturers are trying to do to recycle orange peels. If you could make eco-friendly Windex from them, the Tropicana company would be jumping on it.
Can these chemicals help in cleaning?
Yes, ethanol is great for cleaning stuff and D-limonene smells like orange. But I believe you figured this out yourself.
I am satisfied from the review article above that the only enzyme easily extractable from orange peels is pectinase, which helps break down fruit fibers into sugars. You can use it to make liquor.
Conclusion
Orange peels and sugar make a natural ethanol solution that smells nice.