By "how they are set up", I mean... do you have them set up with one address
per line, multiple lines per address, everything in the same position for
each address, etc.
For example, if it's set up this way:
Smith, John<tab>5 Main Street<tab>Albany<tab>NY<tab>55555
Smith, Jack<tab>8 West Street<tab>Calla<tab>FL<tab>33333
Then Table - Sort will work. Even though it's not in a table. If it's set up
this way, however:
Smith, John
5 Main Street
Albany, NY 55555
Smith, Jack
8 West Street
Calla, FL 33333
Then you'd need to reorganize them for Word's sorting to be of any use.
If you have tons of addresses, you'd be much better managing them with some
kind of database approach (e.g., Outlook contacts, for example, unless your
data needs are more complex, in which case you might consider MS Access). If
they're really "random," you might do well to hire somebody to put them into
a more manageable form.