No version of Pages natively provides alphabetic sorting. Install the free WordService application from the OS X App Store. When it downloads, it will install several Services that are accessible in any document that receives text input — including Pages. The WordService application installs into your Applications folder, and also appears on Launchpad. When you launch it, click on its Help button. This will launch the Preview PDF reader which will display a description of each of the services in Word Service. Chief among them for you is WordService:Sort Ascending, or its Descending counterpart.
You will need to launch System Preferences from your Dock, and go to the Keyboard panel, and select the Shortcuts tab, and then the Services item. Scroll down through the Services items until you encounter the WordService services. Check WordService:Sort Lines Ascending to enable it.
Back in Pages, select the column of words that you want sorted. Then, from the Pages menu, choose Services WordService:Sort Lines Ascending. Your selected content will be sorted instantly.