Here are some initial thoughts, without knowing what type of business you are modeling or what the requirements are:
I would expect more columns here than just the key. I don't know if your business has accounting or sales calendars that are different from the standard calendar, but even for the standard calendar you would typically want attributes such as week, month, quarter, etc to describe the date in more detail. You'll also want to determine how to store special non-dates here such as an "unknown date", "not applicable date", or maybe "no end date" if something has date ranges. Here's some good info to get you started:
Does the products sold by this company have product lines, classifications, or some other type of categorization? I'd expect some sort of hierarchy represented here.
I'd expect a separate Order Key like other dimensions have.
I'd expect a separate Warehouse Key like other dimensions have. I think you would want some description and address information here, and other attributes about the warehouse.
Something about the Order_Fact table feels awkward to me. What is the grain of transactions in this table?
Does your business need to know what warehouse a shipment originated from?
Does your business need to know what customer the return is from?
Is this table a reflection of what the current balance of each product is or is it supposed to be a reflection of incoming and outgoing transactions of products for a warehouse?