The first three columns (Email Address, Individual Name, and Company Name) and the last column (Last Updated) are generated by Constant Contact (you will see the Constant Contact icon on those column headings).
If the contacts are also in the database, the Contact in Database and Database Roles fields will be populated. If a contact does not have data in those fields, it means that the contact is not found in your database based on the email address in Constant Contact.
By limitations imposed on us by Constant Contact, you cannot sort the list alphabetically by column headings. But, you can filter by the Contact List field or the Updated Since.