The number of columns indicates how many columns of items/sections in every page.
To change the number of columns in sections, you can adjust it to however you like from Menus. Enter the menu and click on the 3 dots next to the menu's name. Select "Customize View" and change the number of columns.
To change the number of columns in items in any section, click on "Edit" on the section and adjust the number there.
If you increase the number, the items'sections will become smaller. You can use different numbers of columns for different menus and sections, depending on how you like them.
To see how different columns look, you can simply log out from your menu and enter the demo menu and take a look around.