In the folder on your hard drive, Lightroom cannot change the sequence, as this is controlled by settings in Windows. In that folder, using Windows, you can change the sort order using a variety of methods that I won't discuss here, as this is not a Lightroom topic.
You can click the drop-down menu to the right of Sort: which is on the tool bar above the filmstrip. There are a number of options. It won’t affect your folders on your hard drive, just the way the thumbnails are displayed in the LR Library.
Create collections to drag images into any random order with a custom sort.
Thank You Very Much !!!
But can I export my photos back to my hard drive in
Exactly the same sequence in which I place them in Lightroom???
The computer will usually sort according to the OS settings. There are some publish service plug-ins which will respect the order of a Lightroom PS collection. For example I upload directly from LR to my SmugMug galleries and the photos are shown on the web in the same order.