I'm trying to write in columns, but when I reach the end of the page, the column does't continue to the next page, and Ican't see what I'm writing. How do I make the column continue to the next page?

If you were using Pages '09 v4.3, I would advise switching your view to layout, and inserting a text box at the size you desire for your columnar work. On the next page insert another Text box as a column. Then link the first text box with the second, and the text will overflow from the first into the second page text box.

True columns however, flow from one to another on the same page, and content then spills from the last column into the first column on the next page. Not what it sounds like you want. Also, if using true columns, you want to ensure that in the Pages '09 Text Inspector : More tab, that Prevent widows & orphan lines is deselected. In Pages v5, this is found on the Format Text panel : More tab.

No release of Pages v5 supports linked text boxes, and column flow behaves just as previously described.