In the international trend of vigorously developing low-carbon economy and green buildings, environmental protection and conservation have received increased attention in the construction field. Light steel, as an environmental protection material, has gradually become a key direction in the architectural field. The axially compressed columns forming the wall skeleton in the light steel structure usually adopt two cross-sectional forms, namely, cold-formed thin-walled steel built-up cross-section and independent profiled steel cross-section. The cold-formed thin-walled steel cross-section is divided by the splitting method into two types, namely, open type and closed type. This paper analyzes two cold-formed thin-walled steel composite sections and independent section columns. The theoretical calculation, experimental test, and finite element simulation were used, and the multidimensional calculation results were compared to obtain the mechanical properties of axial compression columns. Based on the comparison between the experimental results and the calculation results, it is found that the specification is conservative. The experimental results show that it is more flexible to use composite cross-section columns in the middle of the light steel skeleton; steel columns in the corner of the frame are more conducive to the structure’s overall stability.