You can create absolutely freely your own sorting indexes here. They can be even saved as scheme and restored later from menu.
The primary sorting key is required, the others are optional, but recommended to use. As default is preset sorting Artist + Album + Track# + Filename. That means, that tracks are sorted according to artist. All tracks from one artist are then sorted according to album. All tracks from one album are then sorted according to track number. If the track number is not filled, are tracks within album sorted by filename.
You can sort tracks temporarily in track list by clicking to almost every columns header. First click sorts up, second down, right-click resets sorting order to default defined in "Sort by" screen.