Not done the usual, accepted way. An unorthodox method, style, or opinion breaks with what most people in that field agree is normal — a coach with an unorthodox training plan, a pianist with an unorthodox way of holding her hands, an unorthodox solution to a maths problem. The key is that there IS a standard way, and this is not it. Now, the interesting part: the word is far kinder than it looks. It very often carries admiration, especially when the unorthodox thing worked. 'Her methods are unorthodox but effective' is close to praise. Compare 'wrong' or 'improper', which only criticise. When the speaker does disapprove, they usually add something — 'unorthodox and frankly dangerous'. So the word by itself mostly says 'surprising', and the surrounding words tell you whether that is good or bad. It is a somewhat formal word; in everyday talk people say 'a weird way of doing it'. One more thing worth knowing: 'orthodox' with a capital O also names branches of religion (Orthodox Christianity, Orthodox Judaism), and there, 'unorthodox' can mean not following religious rules. In ordinary English the everyday 'unusual method' meaning is the one you will meet.