Sorting in JDownloader works more or less the same than sorting in popular file explorer applications.
The only big difference is that there are temporary sorts, sometimes also referenced as "views" and final sorts.
Sorting packages and elements inside packages
Do a single left mouse click into any column-header to do a temporary sort.
The column which you did a temporary sort on will be highlighted.
Screenshot:
Click on the column-header again to invert the sort-order (for example A-Z vs Z-A).
This means that items are sorted only visibly but the real order will not change.
For items in your downloadlist this means that the download order will not be affected.
To do a final sort, press and hold CTRL and then do a single left click into any column-header.
This will permanently sort all items.
For items in your downloadlist this also means that the download order will be affected.
Sorting only elements inside packages
In the line of a package, rightclick into any column to be presented with the option to sort after that column.
This will do a final sort on all items within that package.
If the package is expanded, you may as well rightclick on any element of that package to do the same task.
Screenshot:
