Я не работал с mssql, но как-то так (не сомневаюсь, что можно менее уродливо):
select q.*, concat(kl_num, kl_let) as name_klass from (
select id_klass, cast(left(name_klass, len(name_klass)-1) as int) as kl_num, right(name_klass, 1) as kl_let
from t
) as q
order by kl_num, kl_let