When you first add a Column Group to the page it will consist of 3 empty columns:

You can then drag Content Cards into each individual column:

The blue Column menu appears when you click on a column within the Column Group:

These are the available options in the Container Box menu:

Background Color
​Give the column a background color to help it stand out on the page.

Padding
​If you want to increase or decrease the amount of space between the edge of a column and the contents within it you can use the padding controls.

Large padding:

No padding:

Borders
​To add borders around a column, select an option from the Border Style list and set the Border Width on each side to at least 1.

Border Color
​You can change the color of the border with this option.

Reorder
​You can move a column left or right within a column group by using the arrows at the bottom of the menu: