You can organise your library in ascending or descending alphabetical order (click on 'Name'), but there's no way to click on an artist & have all their songs show.

If you're using LW 4.13.0 onwards, you can search within your shared files for the artist name & then all of the songs by that artist are listed. At the top of the library page you'll see 'search in shared files'...type the artist name into the text field > search.