My document is created but now I want to add columns but when I change it, it only affects the page I'm working on. How do I make it affect the whole document?
Each of your document pages is based off of a master page. If you change the guides on the master page, it will happen to all of the document pages that use that particular master. It sounds like you may be new to InDesign, so it's likely you haven't created additional master pages. If you need to do that, make sure you set everything correctly on those masters as well.
Here's a link I found with a quick Google search: Learn how to use master pages in InDesign
Migintosh is correct. That's the best way to change margins and page guides.
You can create more than one master page and some document pages may be based on one, and some on another or another
For example, you might like all your pages to have particular margins and column structure. Create a Master Page A with just those settings. You can create a Master Page B which is Based on Master A. It will have what you've placed on Master A, but you could also add a header for B pages. The B Master is like a "child" of A Master.