If you want to override an included file's default sort order (which is the folder's sort order and then the file's name alphabetically), or you want to include or exclude specific files from the build you can do either with a build request. Or your team could even have the rule that nothing is released unless it is in a release request.
The request editor has 5 tabs.
The first tab is where you enter a name for the request and check the box to make the request a request to include the files or a request to exclude the files.
On the next tab you can set file filters so you don't have to deal with all of the files in your source control. Here I I change the text style of the files that I last checked to make them easier to find and I filter out any files that has not been changed since 4/16/2016 11:50 AM.
These filters are automatically saved for you when you save the request. So the next time you create a request they will already be setup.
WARNING: If while editing a request you filter out previously selected files, they will no longer be selected.
On the next tab you select the files to include in the request. Notice the file filters above have been applied - older files excluded and the text style changed for the ones I last checked in.
Also notice that the folder's sort order is shown, but not editable. You can enter a sort order for a file and it will override the default sort order. Files default to sorting first by their folder's sort order and then by their name alphabetically. Sort orders don't get used when the request is to exclude files.
A request to include files would look something like below. Here I set the sort order to negative 100 which means that file will be included in the build script first.
The next tab just shows you a listing of the file you have included in the order that they will be included.