Each column in the grids are available to sort.  The column that is currently being sorted is indicated by a small arrow next to the column name.  The arrow points up or down to indicate if the column is being sorted in ascending or descending order.

 

To sort on a column, click on the column header name once.  Clicking on a column header the second time toggle the sort between ascending and descending order. 

 

In the example below the First name is sorted Ascending.

 

The arrow indicates the direction of the sort.