Sorting by Multiple Columns By Column Selection
If you press the Shift key while selecting columns, each column will be included in a sort. The sort hierarchy is based on the selection order, which is indicated by a number next to the sort direction in the column heading cell.
Example of table sorting showing three columns with numbers signifying the sort hierarchy.
You can change the sort direction for any of the selected columns by pressing Shift and either clicking the sort direction button in the column header or in the drop down toolbar.
Table column heading involved in multiple column sort showing that the sort direction and hierarchy number becomes a button when you hover over it.
Note: If you do not press Shift, you multiple column selection will be lost.