The control technique depends on what you want to compare. An example in case of unsorted data, and if you want to check if a value of the1st column (A) is present in the2nd column (Z), you just add a column next to it with the formula:
=vlookup(A1;Z:Z;1;FALSE) - and copy this formula down.
You will get an error message if the value is not present.
To do a2-way compare, you can add a check on the2nd dataset as well:
=vlookup(Z1;A:A;1;FALSE) - and copy this formula down.
Then just filter out the records with the error messages to see the differences.