I think this is merely a problem of not including the right unit in my Uses statement. My compiler can't find the Sort procedure. It seems to me that Sort is a protected method of TsWorksheetGrid.
uses
Classes, SysUtils, FileUtil,Forms, Controls, Graphics, Dialogs, StdCtrls, fpspreadsheetgrid, fpsTypes,
fpsUtils, fpsCell, fpsNumFormat, laz_fpspreadsheet;
Grid: TsWorksheetGrid;
var
sortParams: TsSortParams;
begin
Grid.LoadFromSpreadsheetFile('MyData.ods');
sortParams := InitSortParams(True, 1);
sortParams.Keys[0].ColRowIndex := 0;
sortParams.Keys[0].Options := [ssoCaseInsensitive];
Grid.Sort(sortParams, 1, 1, Grid.RowCount - 1, Grid.ColCount - 1);