Hi Thomas,
When creating an order you will want to send the variant ID rather than the SKU. Are you using this library? If so then try something like this (replacing 1136296753 with your own variant ID):
$query = array('order' =>array('line_items' => array(array('variant_id' => 1136296753,'quantity' => 1))));
$orders = shopify_call($token, $shop, "/admin/orders.json", json_encode($query), 'POST',array("Content-Type: application/json"));