I don't know if you can do this by columns, but you can do it by cells.
Let's say you want the following:
Sheet 1 Col A goes to Sheet 11 Col A
Sheet2 Col A goes to SHeet 11 Col B
Sheet 2 Col A goes to Sheet 11 Col C
Start with Sheet 11 A1. Type "=", then click Sheet1 tab, then A1. Hit
enter. Then drag SHeet 1 A1 down to as many rows as you think will possibly
occur in the other sheets. Repeat for Sheet 1 B1, but this time yoou select
Sheet 2, then A1. Do this for the 1st cell in each column of Sheet 11.
Let us know if this does not address the issue.