The orb bound her world to Outworld. The orb was really submerged in the lava, and Cyrax's robotic suit could handle the heat and pressure. Reptile followed them in the chamber, where the egg of Onaga hatched and fused with Reptile. The mark on her wing is probably a clan mark or something on her homeworld.
Source Mortal Kombat Wiki actually has a lot of information. I suggest going there for all your MK questions.

and she didn't use the orb to send Cyrax back(the orb just merges realms, nothing more is known), she used her Realm Traveling Gemstone thing...

Source: My brain. Okay, okay, it was probably on a website at one point, but I know most of the MK history by heart(or is it brain...I never understood that phrase)

Yeah, Nitara has a little diamond on a necklace that allows her to travel from realm to realm. It was mentioned several times in Deadly Alliance. That's what she used to send Cyrax home.

And the orb is the physical manifestation of the merger between Outworld and the Vampire Realm. Apparently, every time Shao Kahn conquers a realm, an orb like that is created. By finding it and destroying it, she freed her realm.

And the last bit of information nobody mentioned about the orbs is that once they are created, they are hidden throughout the realms so that nobody can find them and destroy them.
Source: MK: DA's Krypt. Seriously, all of this was revealed in the same game that Nitara was introduced, so there really isn't much mystery for her. Vogel really went into detail about explaining her character and her people, so I have to commend them for not making her as vague a character as so many of the cast, like Chameleon.
Anyway, questions answered.