ScalarList orderByList = new ScalarList();

orderByList.Add(NW.Order.ShipRegion);

orderByList.Add(NW.Order.ShipVia);

SelectQuery query = OQL

  .SelectFrom(NW.Order)

  .OrderBy(orderByList);

The SQL statements generated as follows (taking SQL Server as an example)

SELECT [Orders].*

FROM [Orders]

ORDER BY

  [Orders].[ShipRegion] , [Orders].[ShipVia]