How does one specify the ply directions in a cylindrical composite shell using ABAQUS?

First of all one need to specify local cylindrical co-ordinate system because of the geometry. Figure 3.6 shows the Global co-ordinate system. The axial direction (Z') is in the direction of the Global X-axis. 
*ORIENTATION, SYSTEM=CYLINDRICAL, NAME=CYLIND < xa >, < ya > , < za > , < xb >, < yb > , < zb > < normal-axis > , < rotation angle > 
For the above system, this will be *ORIENTATION, SYSTEM=CYLINDRICAL, NAME=CYLIND 0, 0, 0, 1, 0, 0 1, 0 
The next line indicates which of the 3 (Local) axes is normal to the cylindrical surface. This is X' (Radial) axis (which is axis 1). Then the next number is the rotation about the normal axes if re-orientation is required in specifying the material directions. Any rotation applied will be counter-clockwise 
Without any rotation the other 2 axes (Y' and Z') form the local directions. Y' and Z' become the material 1 and 2 directions respectively. 
Referring to Figure 3.6 The Blue (circumferential line) is the material - 1 direction. The Cyan (axial) line is the material - 2 direction. 

Material directions 
Let us assume that the composite is made up of 3 plies which are +10, 0 -10 degrees to the cylindrical direction. 
Then the composite shell will be specified as follows :

**
*ORIENT**
*SHELL SECTION, ELSET=CYLIND, COMPOSITE, ORIENTATION=ORI
0.05, , WOVEN,  10
0.05, , PLYTRON, 0
0.05, , PLYTRON, 0

*ORIENTATION, SYSTEM=CYLINDRICAL, NAME=ORI
0,0,0,0,0,1
1,0
**
**
*SHELL SECTION, ELSET=CYLIND, COMPOSITE, ORIENTATION=ORI
0.05, , WOVEN, -45
0.05, , PLYTRON, 90
0.05, , PLYTRON, 0

Let us consider another situation where the zero ply direction is aligned to the axial direction. The other 2 ply directions 30 degrees either side of this direction. In this situation it is preferrable to have the material-1 direction to be the axial direction. This is done by applying an additional rotation of 90 about the normal.

**
*ORIENTATION, SYSTEM=CYLINDRICAL, NAME=ORI
0,0,0,0,0,1
1,90
**
**
*SHELL SECTION, ELSET=CYLIND, COMPOSITE, ORIENTATION=ORI
0.05, , WOVEN,  30
0.05, , PLYTRON, 0
0.05, , PLYTRON, -30