When you say the wave functions are orthonormal, you have to have some concept of orthogonality. What does it mean when you say ##\phi_1## and ##\phi_2##, for example, are orthogonal to each other?
Recall plain old vectors in ##\mathbb{R}^3##. Two vectors ##\vec{x}## and ##\vec{y}## are orthogonal to each other when ##\vec{x}\cdot\vec{y} = 0##. The dot product here is what's called an inner product. The common definition of the dot product results in a concept of orthogonality that coincides with our intuitive sense of two vectors being perpendicular, but there are other ways to define an inner product. Each one defines what it means for two vectors to be orthogonal. If you multiply two vectors together using the appropriate inner product, and the product is 0, we say the vectors are orthogonal.
Depending on the type of vector space you're working with, you have different definitions of an inner product. In the context of quantum mechanics, the inner product of two functions ##f## and ##g## is defined as
$$\langle f, g \rangle = \int_{-\infty}^{\infty} f^*(x)g(x)\,dx.$$ When you say ##\phi_1## and ##\phi_2## are orthogonal, you're saying
$$\int_{-\infty}^{\infty} \phi_1^*(x)\phi_2(x)\,dx = 0.$$