Create a Glossary
Some themes support the creation of a glossary. In a glossary, sub-pages of a folder are listed in alphabetical order.

A glossary works with both content types: pages and posts. The feature is currently supported by the Guide theme (for documentation), the Pilot theme (for knowledge bases), and the Cyanine theme (multi-purpose).
To create a glossary view for a folder, just open a folder, click on the meta-tab at the top, and scroll down to the bottom. If the theme supports this feature, you will find a checkbox labeled "Glossary List."

Just activate the checkbox and visit the folder in the frontend. Depending on your theme, you should now see something like this: