In standard SQL, you need a case statement

Select *
From people
ORDER BY (case when names = 'john' then 1
               when names = 'steve' then 2
               when names = 'bob' then 3
               when names = 'bill' then 4
          else 5
         );

You can find this article helpful for you in case you are using Oracle database:

Oracle Case Statement : (Simple Case, Searched Case)

Some SQL engines have shortcuts to this, but you don’t mention which database you are using.
For instance, in MySQL you can do:

order by field(names, 'john', 'steve', 'bob', 'bill');