Here's a quick implementation off the top of my head:

my @xx = ( 'dfb|cy|nmju', 'dfb|my|jhiho', 'aaa|zz|gggg' );
my @sorted_xx = sort sorter @xx;

print Dumper \@xx;
print Dumper \@sorted_xx;

sub sorter {
    my @arr_a = split /\|/, $a;
    my @arr_b = split /\|/, $b;
    while ( @arr_a ) {
        my $sa = shift @arr_a;
        my $sb = shift @arr_b;
        my $comparison = ( $sa cmp $sb );
        return $comparison if $comparison;
    }
    return 0;
}
__END__
$VAR1 = [ 
          'dfb|cy|nmju',
          'dfb|my|jhiho',
          'aaa|zz|gggg'
        ];
$VAR1 = [ 
          'aaa|zz|gggg',
          'dfb|cy|nmju',
          'dfb|my|jhiho'
        ];
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I note that in the example strings you provide, the field delimiters are always in the same place (i.e., the fields are fixed length). If that's the case, you should be able to compare them directly without split, etc.