The Orb of the Emissary was the tenth orb sent out of the Bajoran wormhole by the Prophets. It was originally believed that only nine orbs existed. It ended up buried in a desert on Tyree. It could only be opened by the Emissary.
When Dukat was possessed by a Pah-wraith in late 2374, he brought it to Deep Space 9, where it fatally wounded Jadzia Dax, left Dukat's body and entered an Orb to attack. At the same time, all of the other eight Orbs went dark and the wormhole's entrance collapsed, leaving Benjamin Sisko and the Bajoran people unable to contact the Prophets. (DS9: "Tears of the Prophets")
Three months later, in 2375, Sisko received a series of visions that hinted at the existence of another orb and its location, while also leading him to uncover that the woman he had known as his mother was not the one who gave birth to him. Once he knew what he was looking for, he was attacked by a member of a Bajoran cult that believed that the Pah-wraiths were the true Prophets. (DS9: "Image in the Sand")
While attempting to retrieve it, Sisko began hearing voices calling a Doctor to help with a patient, culminating as he unearthed the Orb itself in a vision reminiscent of his previous visions involving himself in the role of Benny Russell, only now he was locked away in an asylum and scrawling his stories on the walls of his room. The nature of the vision was intended to dissuade Sisko from retrieving the orb and using it, but Sisko successfully accomplished his task.
When the box containing the Orb was opened, the Prophet that had previously inhabited Sarah Sisko's body was released from it. Decades earlier, she had possessed the Human woman in order to ensure Benjamin's birth (explaining Sarah's sudden departure shortly afterwards when she regained control of herself). The Prophet thanked the Emissary for fulfilling his task and releasing her, then returned to the wormhole, cast the Pah-wraith out, and restoring the wormhole and the other orbs. (DS9: "Shadows and Symbols")