Drag a song up or down to set the running order, which is what you want for a set list. Hold the title first on Android.
 
To sort instead, open the overflow menu and choose Sort Alphabetically or Randomize. On Mac, click a column header, so Title sorts alphabetically and Composer or Style groups by those. On Windows, right-click the playlist name and choose Sort.
 
The playlists themselves reorder the same way: drag one up or down, or use the Sort button to arrange them alphabetically.
 
Songs in the main library are always alphabetical and cannot be reordered. Only playlists carry an order, and randomizing rewrites that order rather than shuffling playback.
 
For more, see Organize your songs into playlists on the iReal Pro website.