what is needed is a jagged array (not a multidimensional array)
https://msdn.microsoft.com/en-us/library/2s05feca.aspx
int[][] jaggedArray = new int[3][];
jaggedArray[0] = new int[5];
jaggedArray[1] = new int[] { 0, 2, 4, 6 };
jaggedArray[2] = new int[] { 11, 22 };
full example with columns:
using System;
using System.Collections.Generic;
namespace Rextester
{
    public class Program
    {
        public static T[] column<T>(T[][] jaggedArray,int wanted_column)
        {
            T[] columnArray = new T[jaggedArray.Length];
            T[] rowArray;
            for(int i=0;i<jaggedArray.Length;i++)
            {
                rowArray=jaggedArray[i];
                if(wanted_column<rowArray.Length)
                    columnArray[i]=rowArray[wanted_column];
            }
            return columnArray;
        }
        public static void Main(string[] args)
        {
            //Your code goes here
                int[][] jaggedArray = new int[3][];
                jaggedArray[0] = new int[5];
                jaggedArray[1] = new int[] { 0, 2, 4, 6 };
                jaggedArray[2] = new int[] { 11, 22 };
                Console.WriteLine("Hello, world!");
                Console.WriteLine(string.Join(" ",jaggedArray[1]));
                Console.WriteLine(string.Join(" ",column(jaggedArray,1)));
        }
    }
}
similar idea, using extensions:
using System;
using System.Collections.Generic;
namespace Rextester
{
    public static class MyExtensions
    {
        public static string Extend(this Array array)
        {
            return "Yes, you can extend an array";
        }
        public static T[] column<T>(this T[,] multidimArray,int wanted_column)
        {
            int l=multidimArray.GetLength(0);
            T[] columnArray = new T[l];
            for(int i=0;i<l;i++)
            {
              columnArray[i]=multidimArray[i,wanted_column];
            }
            return columnArray;
        }
        public static T[] row<T>(this T[,] multidimArray,int wanted_row)
        {
            int l=multidimArray.GetLength(1);
            T[] rowArray = new T[l];
            for(int i=0;i<l;i++)
            {
              rowArray[i]=multidimArray[wanted_row,i];
            }
            return rowArray;
        }
    } 
    public class Program
    {
        public static void Main(string[] args)
        {
                Console.WriteLine("Hello, world!");
                int [,] multidimArray = new int[,] { { 1, 2 }, { 3, 4 }, { 5, 6 }, { 7, 8 } };
                Console.WriteLine(string.Join(" ",multidimArray.column(0)));
                Console.WriteLine(string.Join(" ",multidimArray.row(0)));
        }
    }
}