I was given ciprofloxacin to treat anthrax and my urine turned orange. Is that normal?

Consider. If you had impaired renal function prior to treatment you may need dose adjustment. I agree it is likely an issue of hydration. If not improved or worsening/new symptoms should be seen by provider.
Hmmm.... The reason for the change in the color of your urine is most likely that you are dehydrated to some degree; try to drink a lot of water and your urine should return to clear/yellow. If this doesn't occur then go see your doctor; there may be more going on than you perceive.