The orbitals are dumped to record record.file. Default for record is 2140 and file=2. This default record number is incremented by one for each subsequent MCSCF calculation in the same job (see section 4.11). Therefore, if several different MCSCF calculations at several geometries are performed in one job, each MCSCF will normally start with appropriate orbitals even if no ORBITAL or START card is present.
The ORBITAL card can be omitted if a NATORB, CANORB or LOCORB card is present, since orb can also be specified on these cards (the same defaults for orb as above apply in these cases).