Anytime you put " " around something, Excel treats it simply as text you want to use. Try removing the " " around your variables so the values IN the variables will be used instead.
Also, you're inserting a numeric value INTO the middle of the filename, so you'll need to get specific about what goes where. So maybe this, and I'm using the SaveCopyAs method so as to not affect the original file.
Sub Macro3()
Dim strOrder As String, fPATH As String, fNAME As String
strOrder = Application.InputBox("Enter the Order number.", "Number", Type:=1)
If strOrder = 0 Then Exit Sub
fPATH = ThisWorkbook.Path & Application.PathSeparator
fNAME = Replace(ThisWorkbook.Name, ".", "_" & strOrder & ".")
ThisWorkbook.SaveCopyAs Filename:=fPATH & fNAME
End Sub
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