I wanted to prove that the theory of ordered abelian group has a strict order property. I know by the theory of Kikyo and Shellah we have:
a theory is unstable iff it has SOP or NIP
and by the : https://www.jstor.org/stable/1999281?seq=1
the ordered abelian group does not have IP but is there any way to prove SOP directly?
It is immediate from the definition that the formula $x\leq y$ witnesses SOP in the theory of ordered abelian groups. For example, in $\mathbb{Z}$, look at the family of sets defined by $x\leq n$ for various $n$. These sets form an infinite chain of proper containments.
In fact, the definition of SOP is a direct generalization of the property of having a definable linear order (which is infinite in some model). More precisely, a theory has SOP iff it has a definable preorder with infinite strict chains (in some model).
Also, a correction. You wrote "I know by the theory of Kikyo and Shellah we have:"
This is a theorem of Shelah. It appeared in Classification Theory in 1978. There is also a well-known theorem of Kikyo and Shelah (which appeared in their only joint paper, in 2002), but that theorem says that if $T$ is an SOP theory, then the theory of models of $T$ expanded by an automorphism has no model companion.