The IS Tech Support help info in DBA indicates that we can sort by the user defined classification  
code when printing out the Work Order Status report.
I plugged in some class codes for existing work orders that we have and then went to sort by class code in WO-L-A .  The program did not sort by that field and I did not even see that field on the report.  Can I sort by this field or not?  Are there other reports where I can sort by this user defined field?  

The field is a filter, not a sort.  If you indicate only certain values, the report will be limited to the WO with that value.   If some WO have a blank Class and you want to exclude them, then you need to fill the buffer of selected classes with something so Blank is not an option.