Prepare the cake batter according to the directions on the back of the box. Divide the cake batter equally between 2 bowls. Using the food coloring, dye one half orange & the other half yellow.
Spray a 9x13 baking dish with non-stick cooking spray. Pour in the yellow batter. Freeze for 20 minutes. Remove from freezer, & spread the orange dyed batter on top. Let stand at room temperature while the oven preheats. Preheat the oven according the the directions on the back of the cake mix box.
As soon as the cake comes out of the oven, poke holes all over it using the back of a wooden spoon. Pour the can of sweetened condensed milk on top, making sure it gets in all of the holes you just poked. Cool until cool enough to handle, and then pop it in the fridge until it's completely cooled.
Frost with Cool Whip. Garnish with candy corn. Store in the refrigerator.