Should I sort values before comparing columns

You've got a worksheet that is not ordered. This is a very general case.

Do you need to sort the values before the comparison?

If you are using Excel Table comparison strategy, you should not sort the values on your worksheets. xlCompare sorts the data internally before comparison. So, the data it processed in the right order.
However, on the screen xlCompare doesn't sort the records. You are getting the difference report that keeps original order of rows.
If you would like to receive a sorted difference report, you need to sort the rows before they are compared.

How to sort rows on the worksheet?

Select the column you would like to use as a key for sorting.
Go to the Table tab on the ribbon.
Apply Sort Rows A..Z command to get your data sorted.
sort columns command on the ribbon