You can sort data by clicking on the column's header center. This will sort the entire list by this column in ascending or descending order. To switch sorting order just click the column's header again. The small arrow will appear above sorting column to indicate sort order.
You can disable sorting by particular column either by clicking on the another column's header or by clicking on the same column's header while holding the Ctrl key.
Sorting by multiple columns
It is also possible to sort data by more than one column. To to that just click several column's header while holding Shift key. Clicking on the column's header again (while still holding Shift) will reverse sort order.
For example, this is unsorted list of reports:
Let's click on "Status" column's header to sort list by status:
Now press and hold the Shift key and click on "Type" column's header:
The list is now sorted by "Status" and "Type" columns (in that order). You can change sort order by clicking on "Type" column's header again (while holding Shift):
Once you done selecting columns for sorting data - release the Shift key. If you'll need to add more columns to sorting - just press Shift key again and start selecting new columns.
Note that instead of sorting by multiple columns you may prefer grouping data by columns.