You wish for your letters to be sorted in ascending order by Zip Code. To

$1$ point

accomplish this, you:

A$.$ Click on any of the merge letters, select the Zip Code field and click the Sort button on the Mailings Ribbon.

B$.$ Right$-$click on the Zip code field on any of the merge letters and choose Sort Ascending from the contextual menu.

C$.$ Select the Filter Options button on the Mailings Ribbon, choose Zip Code and then click Sort Ascending.

D$.$ Open the recipient list and then click on the column heading for Zip Code.