think of it as two queries first
select name, col1 from table where col1 != 0 order by name
and
select name, col1 from table where col1 = 0 order by name
now, if you think of my 'and' as a 'union' you should know what to do to put the two queries together (you may need to modify my SQL slightly, Im not sure if for example != is valid in your SQL platform, but you should get the idea)
give it a shot, play around - the only way you learn is by doing, maybe getting it wrong, but then trying again