Considering your experience level and that you have a brand new machine, if I were you, I wouldn't be thinking about shimming the column at this point. I definitely wouldn't think about using epoxy as Sefan Gotteswinter did as there is no going back if it isn't done correctly. Get to know the machine first. When you have correctly identified a problem, then you can think about the best solution.
There are a lot of interactions that can affect the tram of a machine. A properly set up mill/drill has a flat table, an x axis travel that is parallel to the table surface, a y axis travel that is parallel to the table surface, a column travel that is perpendicular to the table surface in both x and y directions, and a quill travel that is parallel to the column travel. In addition, all gibs should be properly adjusted. This is of particular importance for the column gib as a loose gib there can cause the the head to sag. Loose x and y gibs can cause table lift as when the table is moved to extreme positions.
A simple tramming procedure can be done to correct an out of tram condition. Adjust tram in the x direction by rotating the head. Adjust in the y direction by shimming between the head and the mount to the column. Be sure to lock the head prior to tramming to prevent any sag caused by a loose column gib.
A non-perpendicular column to table will have the effect of moving your reference datum in the x and/or y direction as the head is raised or lowered. If the head position is not changed, you will not notice any effect. For that reason, I would not rush to correct any issues.
