A column is "a pillar used in architecture to support the superstructuire of a building, and also, occasionally as a freestanding monument." (Microsoft 95, "Column")
The three main types of columns that you will see are Doric, Ionic, and Corinthian. These types of columns adorn Roman temples, tombs, aqueducts, buildings, houses, and public works. Guess who they were invented by? The Greeks. The Romans just took the Greek's idea and used it excessively in their own structures.
That's not to say that they just stole the idea. They came up with two types of columns on their own. The Tuscan, which was similar to the Doric, and the Composite, which has an Ionic shaft and a decorative Corinthian capitol.