MM COOIS problem

Hi everyone, i got a little problem related with COOIS and i think MM. Here is the deal:

Using a Program my team create the following documents from a ,txt:

Materials

Materials List

Sales order

Production order

but once we run COOIS we cant find the Sales order, as it says : There is no data for the selection

I was asking in SD forum, but there i was told may be the problem is that there is no production order linked to the Sales Order,is there any way to verify if they are linked or not?

Thanks for reading my post