Because of the way the columnstore index works, the order of the columns is not important.

Typically you would try to include all possible columns, at least all the ones which are referenced by SELECT queries.

The problem is that once you have created the index, you cannot simply add columns; you'd have to drop the index and create it again with the additional column.

Data is greatly compressed, so index size is less affected by additional columns than a regular index.

There are restrictions on some data types, so in practice it might not be possible to include all of the columns.