I've never been to see them in Orlando, as I stay in the Tampa Bay area, but I am a vet of spring training games. I know they play and practice at the Wide World of Sports complex
Here's a nice detailed overview of the stadium and games
http://www.springtrainingconnection.com/orlando.html
Someone else will have to fill you in on the practice times. Though at least here the major leaguers tend to practice in the mornings, even on the weekend, and the minor leaguers get the afternoons