Searching

The search box is probably the most powerful tool to find your music fast. As you are searching text, it requires a consistent spelling.
If you don't specify a field, it will search album, title, artist, genre and composer for the characters specified. If needed you can supply the fields to be searched and add some logic.

How to do this is documented in the online help.

Sorting

Click on a column and it will be sorted.

In album view, click the album column and the sorting will toggle between ascending and descending.

Sorting using any other column is a three staged process
The first click sorts ascending,
The second click sorts descending
The third sorts by album title
The same happens also in song view.

Sorting by year

You have searched for the albums by Captain Beefheart.

By default they are sorted by name.

You want to have them sorted by year.

Activate detail view

Sort by year

Go back to Expanded Tile and you have your albums sorted by year.

Click on the album column and notice that you sort order is year instead of album title.

Sorting by multiple columns

If you have a big collection, you probably will have some overlap.
Unfortunately WMP offers nothing to detect doubles.
Sorting your songs by title helps but you might have the same song by different artist.
Sorting by title, artist and bit rate is probably the best approach to detect doubles.
This is impossible in the library but you can make an auto playlist like this:

The only thing you have to do is scrolling this 20.000 song list.

You find a double. Delete it.
Well that doesn't work. It is a playlist so you can't delete songs from the Library.
The only thing you can do is to edit a tag, let's make the track number -1.
In song view you can sort by track number and delete all labeled 4294967295 (That's -1 in WMP).