Hi Sangameshwar,
This happens because your sales order is directly getting saved in ECC but nowhere in CRM. You cannot see any of the sales order details in CRM in this case. CRMD_ORDERADM_H will have the entry only if you have the transaction for sales order maintained in CRM. But in your case I understand that it's saved directly in ECC which usually happens via RFC.
You can check the order number and other details in ECC VA03 transaction. However, this would create an interaction/activity in CRM. Put a break point in Order_Save badi and see the guid which is coming there while saving the order. That guid will be present in CRMD_ACTIVITY_H I think.
Thanks,
Faisal