Hi inkimar and welcome to OOCF.
I am really too big a Writer noob to give an authoritative opinion on the subject (which i am sure will come soon), but from just toying around now what I have noticed is that if you typed to the bottom of the first column then the cursor will move onto the next column, rather than first column second page. So if you want to advance the cursor directly to the next column you can select from top menu "Insert->Manual Break..", then select the column break option. You want to insert a column break directly into the top of each of column of each page.
If you want to be able to continuously type down a column, even if it is across pages, you may be better off just inserting a table of three columns.