There is a way to do them independently (but not at the same time) but it almost isn't worth it unless you really really have to do this kind of sort. And it may not do it the same as Excel if there are formulas in the column. You have to drag the column out of the table, drop it on an empty place on the page to make a separate table from it, sort it, then put it back where it started.
If you want to give it a try, click on the column letter then click and hold on the column letter and drag down and away. Drop it on an empty place. When you're done sorting, do the same basic drag&drop thing to put it back. A line will appear on the table to show where it will get placed.
By the way, this is a good feature to know about because it makes it really easy to rearrange columns or rows in a table. You can drag and drop a column/row or a set of them from one place to another within the table or you can drag them out and create a separate table from them.