public void SortedColumnsExample(Grid grid)
{
    //Add a new header on the top hierarchical level (level 0)
    Header header = new Header();
    header.Add(new Column("Column1"));
    header.Add(new Column("Column2"));
    header.Add(new Column("Column3"));
    grid.Headers.Add(header);

    Console.WriteLine("Sorted columns count: {0}", header.GroupedColumns.Count);

    header.SortedColumns.Clear();

    //Set multiple sort by two columns
    header["Column1"].SortDirection = SortDirection.Ascending;
    header["Column3"].SortDirection = SortDirection.Ascending;

    Console.WriteLine("Columns count: {0}", header.Count);
    Console.WriteLine("Sorted columns count: {0}", header.SortedColumns.Count);

    //Change the sort direction
    header["Column3"].SortDirection = SortDirection.Descending;

    //Iterate in all sorted columns
    foreach (Column column in header.SortedColumns)
    {
        Console.WriteLine("Sorted column: id = '{0}', index = {1}, visible index = {2}, sort level = {3}, sort direction = {4}", column.Id, column.Index, column.VisibleIndex, column.SortLevel, column.SortDirection);
    }

    //Remove sort
    header.SortedColumns.Clear();
    Console.WriteLine("Columns count: {0}", header.Count);
    Console.WriteLine("Sorted columns count: {0}", header.SortedColumns.Count);
}

//Output:
//Sorted columns count: 0
//Columns count: 3
//Sorted columns count: 2
//Sorted column: id = 'Column1', index = 0, visible index = 0, sort level = 0, sort direction = Ascending
//Sorted column: id = 'Column3', index = 2, visible index = 2, sort level = 1, sort direction = Descending
//Columns count: 3
//Sorted columns count: 0