To play songs in the sequential order, whether in a playlist or form the entire FrostWire Library, both the Repeat Songs and Shuffle Songs buttons on the FrostWire player need to be deselected (paler).
You can click on the headers of each of the columns in the Library to sort your tracks by that column.
How to repeat the entire playlist when I play music from the FrostWire Library?
How to repeat one song when playing music from a playlist or the FrostWire Library?
How to shuffle music in my playlist or entire FrostWire Library?