bibliography order from Jabref to lyx

I have done all the bibliography of my thesis in Jabref, I cannot suggest the order I want for the citations in lyx

I am not exactly sure what you mean. Could you explain in detail step by step what you did? Could you provide screenshots?

If you use Lyx, does this mean you use latex packages and then compile the document to pdf via lyx?
If yes, then you might have to change the citation-style to change the order of citations in your bibliography. As far as i am aware, most used styles like APA, MLA, IEEE (and so on) sort from Last name of first author and from A-Z by default.