To insert files in a Sheet in an alphabetical order do the following:
1. Use the Library tab or the Drive tab (select your folder) and sort files by name a-z.
2. On the keyboard click the Ctrl button and hold and select each file you want to insert or click and hold Shift + the last file in the folder.
3. Click the top right Insert button and the files will be added to your Sheet in alphabetical order.
Please look at the video for details: