Columns are supported; to create them simply drag elements to the left or right of one another. You can create “text” columns by dragging one content element to the side of another.
That said, if you are referring to the CSS3 columns feature then that is something different. Those are pure CSS and can easily be added through any theme, plugin or using the CSS editor within Tailor and custom CSS classes on the elements.
To keep the plugin clean and avoid bloat, pure CSS styles like this (particularly those that are not going to be used by most people) are typically left to the theme. I may consider adding some ‘helper classes’ that can be added to any element to achieve certain effects like this in the future, it there’s enough demand for it.
Hope that helps.
Have you thought about using the CSS for multiple columns yourself?
