To be honest, I can't tell whether this was an actual scene, was shot through a classic, optical filter placed in front of the camera lens, or manipulated in Photoshop by any of several methods (including those already described).
There have been famous orange dust storms in Australia, China and the USA photographed "as is" by photojournalists who aren't allowed by reputable publications (eg, National Geographic) and news organizations to change the color:
http://inapcache.boston.com/universal/site_graphics/blogs/bigpicture/ausdust_09_23/d19_20459795.jpg
http://thephoenixsun.com/wp-content/uploads/2009/09/Sydney-dust-storm-Opera-House.jpg
http://i.dailymail.co.uk/i/pix/2015/04/17/19/27AD0F9600000578-3043849-image-a-8_1429295875479.jpg (not so sure about the ethics rules these guys operate under, LOL).
Pictures of horses and cattle kicking up yellow or orange dust have been taken ever since the advent of color film:
http://travelchannel.sndimg.com/content/dam/images/travel/fullset/2015/07/15/best-photos-of-the-week-July-13/best-travel-photos-150713-010-bitlis-turkey.jpg.rend.tccom.1280.960.jpeg
https://s-media-cache-ak0.pinimg.com/originals/93/5c/cf/935ccf16dc28b917eb2b616c9b3d2848.jpg
http://imagecache5.art.com/LRG/28/2883/6K8PD00Z.jpg
Companies like Tiffen and Lee sell glass and plastic optical filters to impart an orange cast on the image:
http://www.beneaththewaves.net/Photography/Images/08-False_Colour-Filters-02-Examples_02-06-Yellow_12.JPG (Tiffen Yellow 12 filter)
http://www.vividlight.com/articles/312.htm (scroll down to the bottom of the page)
And, of course, there are a zillion ways in PS to impart an orange cast, each giving slightly different effects (eg, preserve some of the original colors or not, affect the darks / mids / light tones more than the others, preserve whites as white, etc. etc.)
Really, the only way to figure out which method you prefer is to become familiar with each and learn their strengths and weaknesses.
Tom M