@Néstor_tasman artboards are like canvases. I won't say pages because you may think that if the pages are in order they would show up in that order and that's not the case. Normally, how I create my mockups and prototypes is with how I set my arrangement of artboards determining the overall layout and flow of your design....so for example, in my layers of Artboard, I may start with a landing page, followed my home, services, gallery, about and contact (let's keep this site simple for the question).
But, on the Xd file, I can create a design stage as shown, I did create my first artboard (frame), which was the landing page, but because I duplicated the artboard 4x, it got pushed down a bit. Each artboard can have its own unique layout and elements, regardless of the order in the Layers panel. So what you shown me is how your file is built. Noticed how my 'Contact' artboard is actually showing up first on my layers, but it's the '3rd' box in the second row?

You can arrange the artboards to make more sense to you, which I arranged in my example to show the corresponding artboards that I want in the layers and to my file shown as well. But, I need to make sure those artboards on in the correct order to show as well....now it shows you the correct order that 'services' should be in the '3rd' box and Contact is the '4th' box in the second row.

My clients won't see the build-up of the mockups, they will only see the 'shared' link of the prototypes....they don't need to see how the file was built...unless they are paying for that service. In that case, you can re-order the artboards and make sure it's in order just as how you have laid out in the layers, or you could leave as is.