Are you looking for more extensive sorting than what WooCommerce Analytics provides?

If so, there are a variety of plugins that should be able to help you with this, like Advanced Reporting for WooCommerce.

Otherwise, you may want to look into more custom solutions. For example, this third party tutorial walks you through sorting your orders table by shipping method:

https://www.szabogabor.net/woocommerce-how-to-make-the-orders-table-sortable-by-shipping-method/

If this is outside of your comfort zone, I recommend looking into hiring a developer. We have a handy WooCommerce Customizations Page to help you get started.