SQL Server - How to update two tables linked by foreign key with FROM statement?
All you want to do is filter on the Active column of the User table being 0.  I'd also recommend using the join syntax, but that's not necessarily relevant to your question.

UPDATE Orders 
SET Active = 0
FROM Orders o
JOIN User u on o.userID = u.ID
WHERE u.Active = 0
AND o.Active != 0