<?php
\Magento\Framework\Component\ComponentRegistrar::register(
	\Magento\Framework\Component\ComponentRegistrar::MODULE,
	'Thecoachsmb_OrderAttr',
	__DIR__
);

4. Activate the Module

Now its time to enable our moule. Type below command in the magento project root directory (ex. – C:\xampp\htdocs\magento2) as:

php bin/magento module:enable Thecoachsmb_OrderAttr

Now that you have enabled the module first time, so you have to upgrade the database of the module by using this command line:

php bin/magento setup:upgrade
php bin/magento setup:static-content:deploy -f

Step 2:- Create the custom order attribute

Now, we will create attribute “custom_order_attribute”. With this upgrade data, this attribute is created in the sales_order table and sales_order_grid table.

To create in the sales_order_grid table we are using ‘grid’ => true.

File:- Thecoachsmb\OrderAttr\Setup\UpgradeData.php

<?php

namespace Thecoachsmb\OrderAttr\Setup;

use Magento\Framework\Setup\ModuleContextInterface;
use Magento\Framework\Setup\ModuleDataSetupInterface;
use Magento\Framework\Setup\UpgradeDataInterface;
use Magento\Sales\Setup\SalesSetupFactory;

/**
* Class UpgradeData
*/
class UpgradeData implements UpgradeDataInterface
{
 private $salesSetupFactory;

 public function __construct(SalesSetupFactory $salesSetupFactory)
 {
     $this->salesSetupFactory = $salesSetupFactory;
 }

 public function upgrade(
     ModuleDataSetupInterface $setup,
     ModuleContextInterface $context
 ) {
 if (version_compare($context->getVersion(), "1.0.1", "<")) {
     $salesSetup = $this->salesSetupFactory->create(['setup' => $setup]);
     $salesSetup->addAttribute(
     'order',
     'custom_order_attribute',
     [
         'type' => 'varchar',
         'length' => 5,
         'visible' => false,
         'required' => false,
         'grid' => true
     ]
   );
       }
    }
}

Run the below query to update the database with our changes.
php bin/magento setup:upgrade

and

php bin/magento setup:static-content:deploy -f

Step 3: Save the order attribute using observer

After creating the attribute, we want to save the value for this attribute. Here i am approaching the event and observer method. Here I am using sales_order_save_after event to update the order attribute. For this we want to add the events.xml , observer files respectively

Let’s create new events.xml file in Thecoachsmb/OrderAttr/etc/events.xml with the following content:

<?xml version="1.0" ?>
<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:Event/etc/events.xsd">
    <event name="sales_order_save_after">
        <observer instance="Thecoachsmb\OrderAttr\Observer\Sales\SetOrderAttribute" name="thecoachsmb_orderattr_observer_sales_order_save_after"/>
    </event>
</config>

And Now the observer file

Thecoachsmb\OrderAttr\Observer\Sales\SetOrderAttribute.php with the following content.

<?php
namespace Thecoachsmb\OrderAttr\Observer\Sales;

class SetOrderAttribute implements \Magento\Framework\Event\ObserverInterface
{
    public function __construct(
        \Psr\Log\LoggerInterface $logger
    ) {
        $this->logger = $logger;
    }

    public function execute(
        \Magento\Framework\Event\Observer $observer
    ) {
        $order= $observer->getData('order');
        $order->setCustomOrderAttribute("ABC"); 
        $order->save();
    }
}