I have several folders under my documents. I need when I go into each folder to have the columns be different. How on earth do I do this?
From a UI perspective this is not possible. Columns are defined on a list and content type level. If you want are hoping to have documents that have different columns than other documents, you need to create new content types.
here is a great post on content types.
https://support.office.com/en-us/article/introduction-to-content-types-and-content-type-publishing-e1277a2e-a1e8-4473-9126-91a0647766e5