Column Density is a measure of the amount of matter through which EMR is passing. Specifically, it is the amount of matter per unit of area, the area being the cross-section of a tube-shape through which the EMR would be passing. Column Mass Density is mass per unit area, e.g., g/cm2 and Column Number Density is the molecules (specifically, any particles present that the photons could react with) per unit area, e.g., cm-2.
Column density is equivalent to Surface Density, each being a measure of the density through one dimension of a volume. The term surface density is generally used for measures through relatively flat volumes whereas column density is used for such a measurement through a volume that has some significant thickness.