After giving it more thought, it is not possible to currently print links in columns like you can do with the link categories. I can think of a few ways to implement this functionality but it will take some work. I will try to get to this in the next few days, depending on my schedule.
I have implemented a new functionality in Link Library 1.2 where you can add output code before and after one or more links. This way, you can add table row code before and after a few links to be able to display links in multiple columns.