If they are mp3 or maybe jpg try right clicking on the file, choose properties, choose details and edit the TAGS like (say) track number. Click to the right of the description and a box will appear.
Then have the track number column visible and sort on that. You can re-order them any time by editing TAGs.

In Fact Windows may decide that track number on an mp3 is what you wanted regardless and display that (and Album, Track etc).