Every menu item can create a visual column. This special Column menu item is for wrapping multiple menu items within a single column, which provides more control over your layouts. Think of it as a container in which to place additional menu item content. You would not need a Column item if the content of that column is a single item.
Please note: Column items do not produce any content of their own, they are purely a layout utility: a wrapper for the grid. To create a column with a header that isn’t a link, just add a “Link” item, set its URL to #, and check the “Disable Link” setting
By default, children of a Column item will be displayed as Normal items. If you want to display an item as a Column Header instead, you can change the Item Display setting in the Menu Item Settings for that item
Adding a Column in the Menus panel
How to add multiple headers in a single column video tutorial
Here’s an example layout, where a column is used to wrap the “Books”, “Movies”, and “Music” items in order to stack them in a single column.