Columba automatically saves address in its Collect Addresses book. When entering addresses it will offer a drop down list of possible address completions from your addressbooks and the Collected Addresses.
You can also enter nicknames, here.
Alternatively you can click on the contact button (the one that looks like a small photo ID) in the composer toolbar to open a dialog, to get you a list of the email addresses in your addressbook. Select addresses and click the arrows to move the addresses into the appropriate address columns.
You can use drag and drop in the dialog, to create the recipients list.