Preferences → Entry table, but to more quickly change the order, click the header of a column to set it as the primary sort criterion, or reverse the sorting if it is already set. Another click will deselect the column as sorting criterion. Hold down Ctrl and click a column to add, reverse or remove it as a sub-criterion after the primary column. You can add an arbitrary number of sub-criteria, but only three levels will be stored for the next time you start JabRef.