Blending Options-Bevel and Emboss

Blending Options-Gradient Overlay

Gradient’s parameters:

Make three copies of the new made layer and select again the Free Transform option to turn over the copies if that is necessary and place them the way it is demonstrated on the next picture.

The parameters for the orange element:
Blending Options-Outer Glow

Blending Options-Bevel and Emboss

Blending Options-Gradient Overlay

Fill 0% on the layers:
Blending Options-Gradient Overlay

Gradient’s parameters:

Make three copies of this new made layer and make use again of the Free Transform selection to make the copies smaller, keeping the given proportions and parameters.

Blending Options-Gradient Overlay (for the red sphere)