The best way to do this would be to add a border to the right of your column. If you select your column in the editor, you should see an option to add a border that looks like this:
Set the border width you want and it should show on your column. You should bear in mind you might need to add some padding inside the column (which can be done in the advanced sidebar) to space between your content and the line.
Also remember on mobile and table devices if your columns stack you should update the design to remove this from the side of your columns there