Take an order to finish duty (4)
I believe the answer is:
obey
'take' is the definition.
(thesaurus)
'an order to finish duty' is the wordplay.
'an order' becomes 'OBE' (Order of the British Empire award).
'to finish' indicates one should take the final letters.
The final letter of 'duty' is 'y'.
'obe'+'y'='OBEY'
(Other definitions for obey that I've seen before include "Carry out (orders)" , "Hear" , "Do as ordered" , "Heed" , "Carry out (a command)" .)