I’m not exactly clear onwhat you are asking so here goes with two different possibilities.
(1) The order categories show up in your sidebar within the categories widget is theme dependent. Whatever the designer defined that to be is what you’ve got and you cannot change it. In most cases the order is alphabetical.
(2) However, if you really want is to locate the entire category widget to be in another sidebar location then
-> dashboard -> prsentation -> sidebar widgets
now just drag and drop the categories widget where you want it and click ” save changes”.