I have a list view binded to a data source.
How can I enable sorting by column?
So when clicking the column title once it sorts by ascending, click it again it sorts by descending.
Is there anything in the wizard that can be setup or it all needs to be done programatically?
That depends on the DataSource you are using. If the Data Source allows sorting, it can be set up in the way described here http://msdn.microsoft.com/en-us/library/sa88ktts.aspx . Otherwise you have to handle sorting yourself programatically. Usually that is even easier than the automatical approach.