The COLUMN keyword introduces a table column (DEFINE) in a query (also known as query column).
The syntax after COLUMN defines a query column, which has a data lineage and it is populated in an empty filter context before the query is executed.
The following example shows using a query column in a DAX query.

DEFINE
    COLUMN Customer[First Letter] =
        LEFT ( Customer[Name], 1 )
EVALUATE
SUMMARIZECOLUMNS (
    Customer[First Letter],
    "Sales Amount", [Sales Amount]
)
ORDER BY Customer[First Letter]