You can not drag and drop sort - at least that I have ever seen.
You can sort by (for example) LastName [asending] and then sort that by FirstName [ascending] in the same sort.
You can create a sort field and put numbers in it (for instance) to get the order you want.
This Google excludes links on Filemaker.com "sort field filemaker -site:filemaker.com"
I take that back, there is a way
Google "drag and drop sort filemaker"
Homebase - Drag and Drop List or Portal Sorting