Setting the columns in the section expert, gets you multiple columns of the entire width of your details column. You would use this, for example, to do mailing labels where there is more than one label across the page.
If you want to display your data in multiple columns (like a table of data), with a different field in each column you just put the data across the section on the report in the order you want to see it. Or, in some cases, you can use a cross-tab if your data is summaries of numbers.
-Dell