If you have a citation style that sorts alphabetically set as your default in the Export pane of Zotero preferences, when you drag and drop multiple items at once, they will be sorted alphabetically.
If you drag and drop the items piecemeal, when you are done, you can select all of the items in Word and then use Word’s Sort function to sort alphabetically
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Or just use Ctr+shift+C to use the Quick Copy which mention in Edit-Preference-Export
If you drag and drop the items piecemeal, when you are done, you can select all of the items in Word and then use Word’s Sort function to sort alphabetically