The Palace of Columns serves as a connection for two other locations.
When you enter, you iwll be flanked by archers from both passageways. The corridor ahead hes four scorpions also in flanking position. The next room leads to the main yard, along with a few enemies around this area.
There are two other exits, which may be taken in any order.
When you head in the near-side of the yard, you should reach a red-carpet corridor with health vials. The right-hand staircase leads to a room with a lava river, but a button you can use to raise a bridge. Press the button and cross, and press a second button to raise the other bridge. This second bridge leads to a teleporter that allows you to reach the Tomb of the High Priest.
The far side of the yard leads to an alternate entrance to the Court of 1000 Warriors, which is needed for the Element of Earth.