In my case the figure disappears.
\documentclass[a4paper]{article}
\usepackage[utf8]{inputenc}
\usepackage{multicol}
\usepackage{lipsum}
\usepackage{tikz}
\begin{document}
\begin{multicols}{2}
\lipsum[1]
\begin{figure}
\begin{tikzpicture}
\draw circle (1);
\end{tikzpicture}
\caption{Figure in two column}
\end{figure}
\lipsum[2]
\end{multicols}
\end{document}
