Hi Juan,
In your post you've mentioned IW21 repeatedly. Perhaps you meant IW31 (or you must be creating Order through Notification). Whichever i it is, you will be able to use IW41 once after saving the Order.
If your requirement is to consume the consignment directly to Order,(without going through Components tab of Order)
Then use Tcode MB1A, where just give the MovType (261), StLocn, --->Enter --> Give Order Number and Material details and Save. See whether this suits to you.
Jogeswara Rao K
