If your song's file names are labelled properly, like
"01 - the first song"
"02 - the second song"
"03 - third song"
... then they will be displayed in order (as long as you don't have the play order as random).
However the only way to view folders in alphabetical order is by browsing by directory (which makes the most sense anyway, since you create an Artist folder, with their album sub-folders in it), and even then you either have to copy the files across in one go, as adding randomly and using 'sort by name' with the file explorer throws it out of wack, or you have to use freeware like DriveSort (which is what I do) to manually force all the folders to be in the right order on the player. Takes about 10 seconds once you open the program. If you browse by anything else, like Artist or Album then the folders will still be out of order. It's a lame error Teclast somehow programmed into the player.
I just always browse by directory and it doesn't really bother me.