We see are able to see different colours of the spectrum by refracting the light with a prism. Water vapour in the atmosphere that acts like many tiny prisms to refract sunlight. This is how we perceive the colour of the sky.
During the day, the sun is up high in the sky, hence more light reaches us directly, short wavelengths will be the colour of the sky.
In the evening, when the sun sets, the light from the sun has to travel a longer distance. Less light reaches us directly, the short wavelengths of light like blue and green are scattered. Hence, the sky does not appear blue. Only the light with long wavelengths reach us directly. This includes pink, orange and red. This causes the sun to appear less bright changing to orange then red.