Do you mean you want alphabetise smaller lists within big lists?
If so. highlight the rows you want to alphabetise, then select Sort from the Data menu on the toolbar. In the dialogue box that comes up, click for whether or not you have a header row, and then click to sort on whichever column you need the entries sorting by.
You'll need to do this for every range you want to sort.
Another way of doing it on a temporary basis, for record searching, is to open the Data menu again, click Filter, and then Autofilter. Then go to the column you want to look at, click the drop down arrow that's appeared, and select whatever criteria you want to sort on. You can switch the filter off when you don't need it.