You can order a column by clicking on the column title. The first click on a column will change it to ascending order. If you click on it again it will change it to descending order.

If you hold down control while clicking on a second column it will be ordered within the first column's order. If you hold down control and click the second column again it will change to descending order. If you hold down control and click the second column again the order will be removed.

This can be repeated for a 3rd - etc. columns.