The word “order” is usually treated as an uncountable (mass) noun, which means that it is normally not combined with an indefinite article. For example, one would normally say:
The second and third example above would make sense if there were several types of alphabetical order (for example, lexicographers could argue whether a special character like “Ç” goes between “C” and “D” or at the end of the dictionary, giving two possible alphabetical orders). Unless you are a linguist or lexicographer, it is unlikely you will ever need to say “an alphabetical order” or “the alphabetical order”.
The same applies to various other kinds of order, such as “ascending order” and “descending order”. Again, there is no need to use an article, unless you are a mathematician working with several types of ascending/descending order: