Decide what type of stone columns you will be designing for your particular set. Choose the type of stone (round cobblestone, flat flagstone, etc.) and design (smooth, detailed with vertical fluting, etc.) you want to use for your set.
Find pictorial representations of the columns you want to build and study them. Avoid creating classic Greek pillars for a Gothic play or vice versa.
Consult the stage manager to determine how many columns will need to be made and where they will be placed.
Take measurements, so you can design the columns' dimensions to scale and figure out how much material you will need.
Gather all your materials together. Recycle materials from past sets as much as possible to save on costs.
Shape the foam using files and hand rasps; carve into the column directly or carve individual "rocks" and attach them to the foam base.
Seal the columns with latex primer.
Paint them with stone colors (brown, gray, black, white, tan). Start with a base coat, then a contrasting second coat.
Use a small brush, sponge and cheesecloth to highlight detail, adding realistic touches like texture and shadow.