This is from Memory Alpha
There is disagreement about whether or not this in fact was the orb first seen in "Emissary." Kai Opaka stated that the orb she showed to Sisko was the only one left in Bajoran hands (all of the others had been stolen by the Cardassians). However, this orb was never specifically named on screen. As both Sisko and Dax experienced flashbacks, not prophecies about the future like Vedek Bareil did, (DS9: "The Collaborator") this first orb may in fact have been the Orb of Memory. See Talk: Orb of Prophecy and Change.
Vedek Bareil showed Kira the third orb, specifically called the Orb of Prophecy and Change, in "The Circle." However, if no other orb was returned to the Bajorans before the events of "The Circle," then there is a contradiction of the Orb of Prophecy and Change being either the first or the third orb. Unfortunately, the portrayal of Cardassian relations makes it seem very unlikely that they would have returned any orbs before the signing of the Bajoran-Cardassian Treaty in "Life Support", unless they were able to acquire another Orb through a third party, as was the case with the Orb of Wisdom.
Dax does study it in Emissary, that is where she has her vision, in the science lab.