solder sma
What do you mean double sided PCB? Do you have a ground plane on one side and your circuit on the other side? You have to connect (solder) the SMA ground to your circuit ground. Depending on the frequency of your circuit, the way to connect these ground become more critical when frequency goes higher.
It looks like the connector you have selected is for a wire-like center connection. Make sure that is the connector you want to use. There is a good chance that you have the wrong connector.
In general you could use that style of (similar) connector by soldering (or bolting) it to the groundplane (assuming microstrip transmission line) with a small hole to clear the center pin as it passes through the board. Then solder the pin to the driven side of a microstrip.
Numerous variations exist.