SharePoint can hold large sets of information in lists and libraries. In fact, it can hold up to 30 million items in a list or library. For instance, the largest employer in the world can store all the employment agreements, more than a million documents. Recent improvements mean that you do not need to do anything special in SharePoint to work with a set of information this large.
In addition to being able to view a large list or library, you can also sort and filter based on specific fields in the list or library. The sorting and filtering experience in large lists and libraries should be no different than any other list or library in SharePoint.
For more info, see managing large lists and libraries in SharePoint.