They are generally used in the construction of buildings., which are common in practice; these types of column are provided only if the shape of the room is a square or rectangular shape. It is way much easier to construct and cast rectangular or square columns than circular ones
The columns in a structure carry the loads from the beams and slabs down to the foundations, and therefore they are primarily compression members, although they may also have to resist bending forces due to the continuity of the structure.
Rectangular column is chosen for uniaxial and biaxial loading because the rectangular shape reduces the moments in lateral directions and long column mainly fail by buckling so there is need to reduce the deflection in lateral direction i.e x&z direction.