Copying photos from Dropbox to Photos

How? With work.

Easily import them: File -> Import

Then add the images to an Album. (In Photos images are added to albums not folders)

The sorting: well, how are they sorted now? what's the system?

The macOS and iOS questions get all mixed up here, and I think Yer_Man was referring to using a Mac.

I don't use Dropbox much, but I just tried doing this, and when I clicked on a picture in Dropbox I saw a button labeled "Export" and was given the option of saving it to Photos. That seemed to work. But I don't see any way to select more than one picture. But, as I say, I don't use dropbox on iOS. You might ask the DropBox people-- it seems like they'd be more familiar with this.

If I were doing this, I'd download them on my computer and then transfer them to my phone.