Precast concrete columns
These are usually decorative. They usually can be used to carry some mild loading. These are manufactured off site, transported to site and lift into position. They are fixed with dowels and epoxy or grout.
Cast in-line reinforced concrete columns
These are cast in place, hackle reinforcement that extents into the founding and beam / slab above. These are load bearing, designed to carry the loads above it. An engineer would design the rebar, concrete strength and dimensions.
Combination of the above two
These have a permanent shutter usually a thin-walled tubular ‘pipe’ that is placed over rebar and concrete is poured into this. The finish is decorative and just normally requires a coat of paint.
These are usually H or I sections of steel, with Base and head plates. These columns are easy to install on site as all the cutting and welding and galvanising is done off site and then transported to site. Normally just lifting into place and bolting is requires. An Engineer would design the size of Al the elements that make up the column. This is usually (here) the most expensive.