If this is a fixed list, e.g. you use it to populate combobox in UI somewhere, populate the table is such way that ID matches your desired ordering.
If this data is not static or you cannot influence the value of ID, you need yo introduce another column which will contain the numeric value of the voltage so you can sort on it. You can keep the original values as well and use it for display.
ID DisplayText Voltage
1 11Kv 11
2 100Kv 100
3 30Kv 30
4 33Kv 33
5 500kv 500
If you really have to work with the original value, you need to order by this expression:
CAST(SUBSTRING(Voltage, 1, LEN(Voltage)-2) AS INT)