Orange and lemon trees during the winter, yes they do need to be moved inside to a position were they get as much natural light as possible i.e window sill but be careful they do not get chilled at night or are in a draft.
Normal house lighting does not have the whole spectrum of light needed to keep the plants healthy, to do this you would need
to have sodium bulbs which are a stronger type of light normally used for growing crops indoors.
The normal effect of these lower light levels in the winter on oranges and lemon plants is a loss of leaves especially the older leaves, but when this happens the plants tend to recover in the spring as the light levels increase.
Also over the winter keep an eye out for red spider mite which is a very small spider it will show itself as a yellowing of the leaves. The spider is so small its hard to see but in the early stages can be treated organically with a soft soap spray.