By clicking on a column header you can sort for this column. Clicking again sorts to the other direction. Ctrl-click removes the sorting. With Shift-click you can sort for multiple columns.
Sorting in KS.CRM is done by real database queries. This is a strength of the SQL server, which can use it's indices to return the data sorted very quickly.
Each table-view has it's default sorting. In most tables it is the creation time, descending. This also has the advantage, that new rows are shown on the top. The speed can be very different for some columns. This depends on indices and related tables on the server. When the program reacts slow, you should check the current sort. When you set Extras|Options|Sorting on application startup to Standard Column, you can ensure that the program uses a fast sorting on next start up.
After importing a lot of data or after performing some other database tasks, it may happen that the server needs to recalculate it's indices again. This can take some time with huge tables. The program will react quickly on the next access to this table. This behaviour is typical for relational databases.