Clicking the column headings will sort the returns by that column. Clicking the heading once sorts on that field and clicking the same heading again will reverse the sort.
In addition, when you click on SSN/EIN or Filename, the text fields above the return list are activated, allowing you to enter part or all of an SSN/EIN or filename to find. The SSN/EIN field is active by default but will be greyed out when you click on another column heading.
This applies to all years except for 2014, when that feature was temporarily unavailable.