Hey Jorge,
Regretfully, there’s no Link option for the Column. I would not recommend the custom coding suggestion that will wrap the column with an anchor tag as that could break the layout of the columns.
If your content is simple like just an image, you could use an Image element as that has a Link option. If you have an image and text, you could use the Button element technique. Here’s the tutorial https://youtu.be/QyL38xIzvv4
If your content is complex, you will need to use for the Global Block column content. After setting up the global block, copy the global block’s shortcode.

In your page, add a Content Area element in the column and insert your global block shortcode and wrap it with an anchor tag.

Hope that helps.