Can I connect the LoRa Module pin to SMA Antenna with wire?
It's not ideal but if you keep the connections as short as possible then the losses will be minimised.  You could use a short length of 50-ohm coax, although that would probably be no better since you'd have two connections rather than one.  Electrically the best option would be to solder the SMA connector directly onto the module, although mechanically you might prefer to mount the connector rigidly and then use some very short wires (5mm).  Normal hook-up wire will be ok, you don't need anything special.