The BibTeX program was written primarily to deal with references in English. It is very limited in handling accented characters, and even more limited with non-Latin letters. In contrast, the Biber program was written from the start to handle a mix of scripts properly.
This means that if you are sorting your bibliography, and you need to sort in
anything other than English order, you really should be using biblatex and
Biber, rather than natbib and BibTeX.
If you load the hyperref package (as covered earlier), it will
automatically make some content in your bibliography into links. This is
particularly useful for URLs and DOIs.