how may I created an address list in alphabetical order?

If the address list is in a table, and you have a column with a heading for last name, then select all cells in the column below that header item, and then by right-clicking, you can choose Sort Rows Ascending by "Column A".

If you don't have a column heading such as Last name, then you can pass your pointer over the alphabetic column letter (e.g. A, B, etc) whose column contains your names to sort. A down-arrow symbol will appear on the right of that column letter and by clicking that, you can select Sort Ascending which will apply to all items in that column.

"an address list which will keep alphabetical order"

Adding to what Viking has said.

The list will not automatically "keep alphabetical order" when you add a new entry.

Add new entries at the bottom of the list, then repeat the sorting as described in Viking's post.

Regards,

Barry