Is it possible to set text in columns like you can in InDesign? I can't find anything online about this.
Right now there isn't anything like that out the box. Something like this sounds like it would be in the directory of Sketch plugins, but it doesn't look there is one yet.
A plugin for this, called sketch-text-tools, was being developed on GitHub, but it appears to have been abandoned. It says it is compatible with Sketch up through version 43.1.