\documentclass[twocolumn]{article}
\usepackage{lipsum}
\usepackage{marginnote}
\makeatletter
\newcommand\refcolnum[1]{\ifcsname r@firstcol#1\endcsname 1\else 2\fi}
\newcommand\collabel[1]{\marginnote[\label{firstcol#1}]{\label{seccol#1}}}
\begin{document}
AAA\collabel{a}\lipsum*[1-4]BBB\collabel{b}
label a is in column \refcolnum{a}, label b is in column \refcolnum{b}.
\end{document}