Yes, in that case you are sorting in-memory, that is you fetch the collection from db un-sorted and then you created a sorted version of the EntityView.
You also can sort on DB directly, so a "ORDER BY" clause is used in the generated SQL:
TitleCollection Title = new TitleCollection();
ISortExpression sorter = new SortExpression(TitleFields.Description | SortOperator.Ascending);
IPredicateExpression filter = new PredicateExpression(TitleFields.Flag == Flag.validflag);
Title.GetMulti(null, 0, sorter);
dgridsearchtitle.DataSource = Title;
This is explained in the docs: Sorting, SelfServicing