First you have to set up columns:
Format -> Columns -> Select the number of columns
Insert -> Manual Break -> Column break
If you whole document is columns, it works pretty well. But, if you want columns for just a part of a page, I usually just use a table. It is much easier to control. When I write html, I avoid tables so that the layout is fluid for different screen sizes, but for page oriented documents there are few downsides to using tables.