The easiest way to view all red/orange/yellow starred tasks is to open the Search View by clicking the Magnifying Glass icon at the top-right of My Day or by using the Shift + S keyboard shortcut:

Next, click the funnel icon to add a filter:

Click choose a Priority Filter:

And all orange-starred Tasks will be shown:

If you want to show all Tasks that have any priority star, you should create a Smart List.  Make sure the Smart Lists strategy is on, then open your Smart Lists in the top-right menu:
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And add a new Smart List with Item Type="Tasks" and Priority Star="Any star":

Now if you open this Smart List in the Master List, you can see and work on all Tasks with any priority star:
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