Seeing as that the original question was on how to use awk and every single one of the first 7 answers use sort instead, and that this is the top hit on Google, here is how to use awk.
The output of print and printf can be redirected to a file or command by appending > file, >> file or | command to the end of the print statement. Redirection opens file or command only once, subsequent redirections append to the already open stream.
Below you'll find a simplied example how | can be used to pass the wanted records to an external program that makes the hard work. This also nicely encapsulates everything in a single awk file and reduces the command line clutter:
tmp$ cat sort.awk
# print header line
/^alpha,num/ {
print
}
# all other lines are data lines that should be sorted
!/^alpha,num/ {
print | "sort --field-separator=, --key=2 --numeric-sort"
}
-t, --field-separator=SEP
use SEP instead of non-blank to blank transition
-k, --key=KEYDEF
sort via a key; KEYDEF gives location and type
-n, --numeric-sort
compare according to string numerical value