Orbs are a different classification of UFOs and are unique unto themselves.  The most common theme among them is that they are round in shape and tend to hover, but sometimes they move and split.  They can be very small or very large.  They can be a bright white or with strobing color.  They can be close to the ground, like in someone’s yard, or they can loom high in the sky.

Are these objects entities in and of themselves, or are they some sort of vehicle?  No one seems to know.  However, Orbs are often viewed as living entities as the Avatar clip below exemplifies. 

If so, where did they come from and what exactly is their purpose and intent?

Video shows various UFOs, most orbs (video captures start at the 1:19 mark)