You can use the client-side ColumnSort event to fire a custom javascript event on sorting. For example:

$grid->setGridEvent('onSortCol', $sorcol);
(setGridEvent is a common method for definition of jqGrid events)
The event handler receives three parameters - (columnName, columnIndex, sortOrder).

You can also force sorting of a certain column by calling the javascript jqGrid method sortGrid(columnName, reload).

For details, please review the PHP tab for code specifics.
<?php 
require_once '../../../../php/demo/tabs.php';
?>
<!DOCTYPE html>
<html>
  <head>
    <title>jqGrid PHP Demo</title>
    <link rel="stylesheet" type="text/css" media="screen" href="../../../../css/jquery-ui.css" />
    <link rel="stylesheet" type="text/css" media="screen" href="../../../../css/trirand/ui.jqgrid.css" />
    <link rel="stylesheet" type="text/css" media="screen" href="../../../../css/ui.multiselect.css" />
    <style type="text">
        html, body {
        margin: 0;            /* Remove body margin/padding */
        padding: 0;
        overflow: hidden;    /* Remove scroll bars on browser window */
        font-size: 75%;
        }
        
    </style>
    <script src="../../../../js/jquery.min.js" type="text/javascript"></script>
    <script src="../../../../js/trirand/i18n/grid.locale-en.js" type="text/javascript"></script>
         <script src="../../../../js/trirand/jquery.jqGrid.min.js" type="text/javascript"></script> <script type="text/javascript">         
    $.jgrid.no_legacy_api = true;
    $.jgrid.useJSON = true;
    $.jgrid.defaults.width = "700";
    </script>
    <script src="../../../../js/jquery-ui.min.js" type="text/javascript"></script>
    <script src="../../../../js/ui.multiselect.js" type="text/javascript"></script>
     
  </head>
  <body>
        <div>
            <?php include ("grid.php");?>
        </div>
        <br/>
            <div id="log" style="border: 1px solid black; overflow: auto; width: 600px; height: 150px;">  </div>
        <br/>
      <?php tabs(array("grid.php"));?>
   </body>
</html>
grid.php.
<?php
require_once '../../jq-config.php';
// include the jqGrid Class
require_once ABSPATH."php/PHPSuito/jqGrid.php";
// include the driver class
require_once ABSPATH."php/PHPSuito/DBdrivers/jqGridPdo.php";
// Connection to the server
$conn = new PDO(DB_DSN,DB_USER,DB_PASSWORD);
// Tell the db that we use utf-8
$conn->query("SET NAMES utf8");

// Create the jqGrid instance
$grid = new jqGridRender($conn);
// Write the SQL Query
$grid->SelectCommand = 'SELECT OrderID, OrderDate, CustomerID, Freight, ShipName FROM orders';
// set the ouput format to json
$grid->dataType = 'json';
// Let the grid create the model
$grid->setColModel();
// Set the url from where we obtain the data
$grid->setUrl('grid.php');
// Set the initial sorting column using the sortname oprion
$grid->setGridOptions(array("sortname"=>"OrderID","rowNum"=>10,"rowList"=>array(10,20,30)));
// Change some property of the field(s)
$grid->setColProperty("OrderDate", array(
    "formatter"=>"date",
    "formatoptions"=>array("srcformat"=>"Y-m-d H:i:s","newformat"=>"m/d/Y")
    )
);
$sorcol = <<< ONSORTCOL
function (fieldName, columnIndex, sortOrder)
{
// fieldName is the DataField of the column being sorted
// columnIndex is the index of the column (zero bazed)
// sortOrder is a string "asc" or "desc"
var line = "<b>Column sorted</b>: " + fieldName + "; Index: " + columnIndex + "; sortOrder: " + sortOrder + "<br/>";
$("#log").append(line);
}
ONSORTCOL;
$grid->setGridEvent('onSortCol', $sorcol);
// Enjoy
$grid->renderGrid('#grid','#pager',true, null, null, true,true);