Orchids can, indeed, use nitrogen from all three chemical sources, but it's a matter of how and to what degree.
For nitrates and ammoniums, root absorption is the preferred route. Foliar absorption is also possible, but to a far lesser extent. The converse is true of urea - the preferred route is foliar, with root uptake less so.
Of course, there are some other factors to consider: the cutex on orchid leaves can be quite developed, and while intended to retard water loss, it is pretty effective at preventing absorption, too. Plus, as was pointed out, bacteria in the rhizsphere do break urea into ammonia pretty readily.