What do you mean? If you open explorer, the files in the right hand pane can be put in alphabetical order by just clicking on the name tab at the top (cleick again to reverse order).
Or from a dos box, you can run dir command with /ON switch (you can save this to a file if you want hard copy - > file.ext - ie, dir *.* /ON > file.txt).
Or you can create a database (much software here - most of it costs money) of information (or filenames). Then use database utility to order data how you would like (eg, Word, which is just a word processor will let you sort a file in alphabetical order).
So - some ideas - but could answer better if had clearer idea of what you are trying to do.