Sorting within DBgrid

That depends upon your definition of “easy”. The *way* to sort a dbgrid is to change the order of the underlying dataset either through changing the active index or changing the order-by clause of the SQL statement

You can still do it using clicks on the column headers but to sort the data you will need to re-query the database with the new sort order. You may want to store the sort order, per user, in an ini file or the registry so that user will have the same order the next time they display the grid.
 

use OnTitleClick of TDBGrid lke the following example

procedure TForm1.DBGrid1TitleClick(Column: TColumn);
begin
if Column.FieldName = 'MyField' then
(Column.Grid.DataSource.DataSet as TTable).IndexName := 'MyIndex';
end;

Here is a solution I had posted for a similar question.
I just copied and pasted here.

The easiest way is to create a title on click event on the grid and then change your indexfields accordingly assuming your dataset is multidirectional or you are using a TClientDataset. Otherwise you can rerun the query with the new sort order obtained from the field you would like to sort on. Here is a simple example with a ADO, Of course there are better ways to keep track of your current sort field and order

TForm1 = class(TForm)
    ADOConnection1: TADOConnection;
    ADOTable1: TADOTable;
    DataSource1: TDataSource;
    DBGrid1: TDBGrid;
    ADOQuery1: TADOQuery;
    procedure DBGrid1TitleClick(Column: TColumn);
  private
    FCurrentSortField: string;
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.DBGrid1TitleClick(Column: TColumn);
var
  OrderByClause: string;
begin
  //if using multidirectional dataset
  if ADOTable1.IndexFieldNames = Column.FieldName then
    ADOTable1.IndexFieldNames := Column.FieldName + ' DESC'
  else
    ADOTable1.IndexFieldNames := Column.FieldName;

  //results are from a unidirectional dataset, then rerun your query with the new sort
  {
  ADOQuery1.DisableControls;
  try
    ADOQuery1.Active := False;
    if FCurrentSortField = Column.FieldName then
    begin
      OrderByClause := 'ORDER BY ' + Column.FieldName + ' DESC'
      FCurrentSortField := Column.FieldName + ' DESC';
    end
    else
    begin
      OrderByClause := 'ORDER BY ' + Column.FieldName
      FCurrentSortField := Column.FieldName;
    end;
    ADOQuery1.SQL.Add(' Your base query ');
    ADOQuery1.SQL.Add(OrderByClause);
    ADOQuery1.Active := True;
  finally
    ADOQuery1.EnableControls;
  end;
  }
end;