Nowadays, they don’t. Traditionally, characters were written from top to bottom, and from right to left. Let me give an example of how the characters were read back then:
ABC
DEF
GHI
Reading sequence: CFI BEH ADG
This was during the time when Chinese people wrote characters on bamboo sticks, instead of on paper. The Chinese later adopted the Western system where we write horizontally from the left to the right. Still, you’ll find it more common that people write vertically from top to bottom in places like Japan and Taiwan.