The question doesn't really have a lot to do with evolution. Consider the whole reproductive process - don't you think that going from a single cell to an adult human is an amazing increase in order and complexity ? And that - rather than evolution - is the level where thermodynamics most obviously apply.
And the reason it works is because there is no law saying that they must break down. The 2nd Law of Termodynamics applies everywhere but it does not say that there cannot be
localised increases in even thermodynamic order ("order" in the ordinary sense of the term really doesn't correspond to anything in thermodynamics).