Photos will sort by title, but not by file name. There are scripts available that will batch copy file names into the title field. There are also apps that will do this prior to importing into Photos. Be careful-- there are very few 3rd party apps that can work within the confines of the Photos database without badly screwing it up.
I prefer to use the app Photos Workbench ($30) which offers lots of functionality and it works directly on Photos Libraries. It offers great flexibility in title naming and other useful things. You can do this, for instance:
But you have lots of things you can add to the title, like the date, or an index number, or text.
It also has great search and replace capabilities.
So with Workbench, you can import the pictures to Photos, and then change the titles. Then Photos can list the pictures in alphabetical order.