A fast way to get objects sequenced (although not a perfect method) is to automatically sequence them. This requires that you first decide on what you want to sew first, and what you want to sew last in a set of objects. Manually sequence those two objects so they are the first and last in that whole set of objects. This gives the program something to use as a starting point.
Next, select the set of objects, including the first and last. Use the menu Create->Auto Sequence. To select the set, you could drag around them in the Main view, or Ctrl-click them in the Main view, or click the first one in the Object Tree, and shift-click on the last one in the Object view. See the Object view section of the program help for more ways to select.
The program attempts to minimize the travel among objects so that connective runs or jumps are shorter or eliminated. This form of sequencing is not as good as what your brain can do, with a little thought, but it is a reasonable approximation, and sometimes a helpful starting point for your manual sequencing process.