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I think there just have to be female Orcs as the alternatives are just too outlandish. In The Science of Middle-earth you'll find a number of mad ideas but I don't much like any of them - things like parthenogenesis, 'Queen' Orcs (like Bees) or that all the Orcs were actually female and bred without males. Why we have to deny the existence of female Orcs having Orc babies I think says a lot about us as readers feeling uncomfortable with the idea of 'nasty, evil Orcs' having cute lil Orc babes. But it's the most sensible solution that they bred in the normal way!
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Tolkien was explicit that Orcs reproduced 'after the fashion of the Children of Iluvatar'- in other words, sexually.
If one worries too much about some idyllic 'Leave it to Beavorc' family life in the maggot-holes of Udun, one I suppose could postulate that all Orc mating was carried out by rape, and the offspring abandoned to fend for themselves (which would actually explain a lot).