Are you referring to newspaper style columns? If so, produce the Format Shape task pane by either:
- double-clicking the edge of a text box, or
- selecting a text box going to Format> Format Object, or
- selecting a text box & using the keyboard shortcut Shift+Command+1
In the Textbox group on the Text Options panel of the Format Shape task pane click the Columns button at the bottom. [The button also is available in the Text Box segment of the Size & Properties group on the Shape Options panel of the task pane.]
Note, however that the feature is significantly limited compared to using columns in some other environments: The width of the columns is determined by the size of the text box, all columns are the same width, there are no column separator lines, etc.