It appears that the sort sequence (in MS Windows) is numbers, symbols, then letters for roman characters. Obviously the coding of Roman Characters is processed in such a way that lower case and upper case group together. Is there a key or standard for the sequencing of characters? Does the sequencing vary depending on operating system and\or software? Do unicode characters sort in the same order on every platform in all software? For example would japanese symbols be sequenced differently than the order defined by the hexidecimal number?
How does software determine the order of characters when sorting?
You have to remember that computers don't see letters, they see numerics that represent letters. They compare values against one another numerically and based on the type of sorting algorithm used (yes there are many of them and different software can use various forms of sorting) can sort the list appropriately.
I am not one for whipping out many wikipedia answers, but wikipedia has a good article that shows you the various sorts that software often uses. Many of them are described in detail and you can get an idea of how they work.
As for windows I believe it uses a sorting style known as "Natural sorting" which to us isn't exactly straight forward, but to the computer it is perfectly reasonable. I have including a link to a small quick little article about how it works. If you want more info on this part, just do a search for the keywords "natural sorting"
Hope this is what you were looking for. Enjoy!
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