Unfortunately, this is not possible to do. Columns cannot be associated to Grids or Grid intersections.
I know this is possible to do in Revit, maybe this is the reason you asked it.
ARCHICAD has only a few constraints that can be defined, such a linking the top and bottom of some Element types to Stories.
Hopefully, it will also have such intelligence in the future, because this would actually be useful, in my opinion.
You could make a wish for this feature is the Wishes section. If you do, please post its link in this thread.
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