Windows Explorer requires group policy or registry editing to change it, which is a hassle.
FreeCommander can do what you want.
To change sorting behaviour, go to:
Settings > View > File/folder list > Sort
From there, you can select from:
- Natural Sorting (which is like Windows)
- Alphabetical - String
- Alphabetical - Word
The benefits of FreeCommander as a Windows Explorer replacement is that the functionality is much, much more advanced and feature-rich.
The downside is that it has quite a few bugs, including numerous issues working with dark OS themes. I think it's written by one person, and so there is almost no testing for systems or workflows that do not conform to the developer's personal system and workflow.
Like Windows Explorer, the source code of FreeCommander is closed and not open to inspection.
Even with its significant downsides, it is an incredibly powerful and flexible tool.
The 32-bit version is free and only updated about once per year. For the 64-bit version, and to access frequent updates, a substantial "donation" is required.