Multicol and text background color

If we assume that you are using unbalanced columns and want to have the column borders on all of the pages of your document, then you can insert them in the background as part of an overlay using eso-pic (or some other package; there are multiple options):

documentclass{article}

usepackage{lipsum,multicol}
usepackage[paper=a3paper,margin=1in]{geometry}

usepackage{xcolor,eso-pic}
newlength{columnwidths}
AtBeginDocument{setlength{columnwidths}{dimexpr.25textwidth-.75columnsep}}
AddToShipoutPictureBG{% Add to *all* pages in the BackGround
  AtTextLowerLeft{%
    hspace{dimexpr-fboxsep-fboxrule}%
    fcolorbox{red}{white}{rule{columnwidths}{0pt}rule{0pt}{textheight}}% First column
    hspace{dimexprcolumnsep-2fboxsep-2fboxrule}%
    fcolorbox{red}{white}{rule{columnwidths}{0pt}rule{0pt}{textheight}}% Second column
    hspace{dimexprcolumnsep-2fboxsep-2fboxrule}%
    fcolorbox{red}{white}{rule{columnwidths}{0pt}rule{0pt}{textheight}}% Third column
    hspace{dimexprcolumnsep-2fboxsep-2fboxrule}%
    fcolorbox{red}{white}{rule{columnwidths}{0pt}rule{0pt}{textheight}}% Fourth column
  }%
}

begin{document}

sloppy% Just for this example
begin{multicols*}{4}
lipsum[1-50]
lipsum[1-9]
end{multicols*}

end{document}