We are pcs to Okinawa, since orders are accompanied will they pack up and move our things in a storage in another state? (Most of our stuff is in a storage in Oklahoma) 

From my experience, no ... they only move what you have with your here and now. 

You get 3 shipments:
Express (smaller)
Household goods (larger)
Long Term storage

You can set up your own shipments so technically you can do them from anywhere, but one of you (either the Service Member or the spouse w/ a Power of Attorney) needs to be present when the shipments are packed and picked up.

They do not ship any furniture: beds, dressers, mattresses, etc. in the Express Shipment so depending on where those are, you should schedule the Household Goods shipment accordingly.

Unless you send your stuff months in advance your stuff will not be here when you arrive and receive Housing so you will be loaned government furniture until your things arrive. 

Did you attend the brief yet? There is a "Plan My Move" brief that I highly recommend you attend. I will see if I can find the link for it and post it for you. 

Plan My Move Workshop

Relocation Assistance Program
Bldg 13150, Room 311, 760-725-5704/3802