Lemon is one of the easiest citrus to root. Sweet orange cuttings could take some more time, even in favorable environmental conditions. Rooting powder helps speeding up the whole process by stimulating callus and root development at the base of the cuttings. As long as the stem is green, the cutting is still alive. Most likely it just hasn't formed any roots yet. Remember, good things come to those who wait. Don't write them off that quick.
Best,
Igor