I am new to algorithms so please forgive me if this sounds basic or stupid.
I want to know this : instead of adding data into some kind of list and then performing a sor
There are basically two different methods to insert a value in a list, which you use depend a bit on what kind of list you are using:
Use binary search to locate where the value should be inserted, and insert the value there.
Loop from the end of the list, moving all higher values one step up, and put the value in the gap before the lowest higher value.
The first method would typically be used if you are using a binary tree or a linked list, where you don't have to move items in the list to do the insert.