Margins and Columns
The first thing to note when working with columns in InDesign is that there are two independant types. There are Page columns and then there are Text Frame columns. Page columns are absolutely like guidelines, and allow you to snap to the different columns. Text Frame columns format the text within the frame acording to the number of columns
Changing Page Columns
Changing options in the Margins and Columns dialog box changes only the pages or masters selected in the Pages palette. By default, a page has one column defined by two column guides: one at the left and one at the right margin. Changing the number of columns replaces all existing columns with a new set of equally spaced columns.
Go to Layout > Margins and Columns... and specify the number of desired columns, along with the spacing (also called "gutter") between the columns.
Changing Text Frame Columns
Click on any text box with the Selection tool. To modify Text Frame options, choose Object > Text Frame Options
Use the Text Frame Options dialog to change settings such as the number of columns in the frame, the vertical alignment of text within the frame, or the inset spacing (the distance between the text and the frame).