I've gotten a few requests from end-users for more powerful on-the-fly sorting capabilities.
As far as I know only single-column sorts can be applied currently, via the column headers.
Something like the Default Sort tab in Table Preferences is what I'm envisioning (maybe limited to only show the columns that the admin has selected in Table & Form Fields?)
I am happy to report that the functionality you need already exists. Please see: Sorting (Single & Multi-Column)