Hello Sandeep,
Unfortunately, sorting is not supported for report downloads.
If you just want to have the list of enabled campaigns somewhere, you can use something similar to the following AWQL statement and output it in a log:
SELECT CampaignName, CampaignId, Impressions, Clicks FROM CAMPAIGN_PERFORMANCE_REPORT
WHERE CampaignStatus IN [ENABLED]
DURING LAST_MONTH
Regards,
Anthony, AdWords API Team