You can use this sh.Columns("A:C").Copy for copy more then one column Remember there are only 256 columns in Excel
Sub CopyColumn()
Dim sh As Worksheet
Dim DestSh As Worksheet
Dim Last As Long
If SheetExists("Master") = True Then
MsgBox "The sheet Master already exist"
Exit Sub
End If
Application.ScreenUpdating = False
Set DestSh = Worksheets.Add
DestSh.Name = "Master"
For Each sh In ThisWorkbook.Worksheets
If sh.Name <> DestSh.Name Then
If sh.UsedRange.Count > 1 Then
Last = Lastcol(DestSh)
sh.Columns("A:A").Copy DestSh.Columns(Last + 1)
End If
End If
Next
Application.ScreenUpdating = True
End Sub

Sub CopyColumnValues()
Dim sh As Worksheet
Dim DestSh As Worksheet
Dim Last As Long
If SheetExists("Master") = True Then
MsgBox "The sheet Master already exist"
Exit Sub
End If
Application.ScreenUpdating = False
Set DestSh = Worksheets.Add
DestSh.Name = "Master"
For Each sh In ThisWorkbook.Worksheets
If sh.Name <> DestSh.Name Then
If sh.UsedRange.Count > 1 Then
Last = Lastcol(DestSh)
With sh.Columns("A:A")
DestSh.Columns(Last + 1).Resize(, _
.Columns.Count).Value = .Value
End With
End If
End If
Next
Application.ScreenUpdating = True
End Sub

Function LastRow(sh As Worksheet)
On Error Resume Next
LastRow = sh.Cells.Find(What:="*", _
After:=sh.Range("A1"), _
Lookat:=xlPart, _
LookIn:=xlFormulas, _
SearchOrder:=xlByRows, _
SearchDirection:=xlPrevious, _
MatchCase:=False).Row
On Error GoTo 0
End Function

Function Lastcol(sh As Worksheet)
On Error Resume Next
Lastcol = sh.Cells.Find(What:="*", _
After:=sh.Range("A1"), _
Lookat:=xlPart, _
LookIn:=xlFormulas, _
SearchOrder:=xlByColumns, _
SearchDirection:=xlPrevious, _
MatchCase:=False).Column
On Error GoTo 0
End Function
Function SheetExists(SName As String, _
Optional ByVal WB As Workbook) As Boolean
On Error Resume Next
If WB Is Nothing Then Set WB = ThisWorkbook
SheetExists = CBool(Len(Sheets(SName).Name))
End Function