Sorting is enabled by default for all jqGrid columns. To sort a column, just click on the header of the respective column.
As of version 4.5 we support sorting on multiple columns. To enable this just set multiSort option to true.
The default sorting logic of the grid in almost all cases is good enough -- depending on the type of the column (date, int, float, double, etc) it sorts the column while switching ascending and descending orders.
In case of multi sort when first time clicked the sort is asc(or descending) the next click sort to oposite direction the third click of the 
column remove the sorting from that column.