Does order matter in a center tapped transformer's windings?
simulate this circuit &ndash; Schematic created using CircuitLab
Figure 1. As long as the the series connection is green to blue the transformer won't know.
Minor point: what you have is a 0 - 20, 0 - 20 transformer. What you're trying to create is a 20 - 0 - 20 transformer.
If in doubt or if the secondary windings are all the same colour then connect one wire from each secondary, power up (always with a fuse in the primary) and measure the voltage between the other two wires.

If you get 40 V then phasing is correct.
If you get 0 V then the coils are out of phase (or the transformer isn't outputting anything so check for 20 V on one secondary). Reversing one secondary will fix the problem.