I assume you are asking about the buttons and fields along the top where you can click them and get different sort orders? (You can always sort this list by selecting sort from the Records menu, but must assume you want to add a sort button like the others.)
These buttons are invisible buttons hidden behind "hilite" fields and layout text, so selecting them to look at can be a bit of a challenge. Each runs one of the sort scripts found inside the Tasks | Action folder when you open up Script Manager. You'll want to examine those scripts and figure out how they work. Each uses a pair of fields, a global one to track the sort status for that button and a calculation field to display the sort icons you see left of the column labels. You'll need to define a pair of fields for your new sort button and script to serve the same purpose and place the highlight field on the layout just like the others.