Though AC allows multi-story columns, you may want to consider a habit of setting columns with a single story in height (unless they are in open atrium space). This is generally a truer way to depict them (as they often tend to dimension smaller as they go up; sometimes changing profile). It also allows you greater flexibility with the design as well if you need to place or stop them at a particular floor.
There are ways to do this quickly. One method is to set up your grid with the grid tool and place generic columns at the intersections. For additional stories, you can use the Find & Select tool (or simple selection with mouse) and Copy/Paste them on other floors. If the copy group is linked to the next story, AC will automatically link the paste group relative to the next story.
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