What do columns or cylinders do (in a building)?

They probably support structure above them, but sometimes they may be
purely for decoration.

"architecture"

The columns are supposed to take the overlying loads and transfer them
to suitable structures below them. They have an aesthetic value as
well.

To see more details and photos refer to http://en.wikipedia.org/wiki/Column

& http://commons.wikimedia.org/wiki/Column

Billy