As David has pointed out tools package (and thus multicol.sty) should have been installed by default. You can check it was installed via Console, however whilst there its always a good idea to UpdateDB and then check, make a note of the install to: for future reference (ignore my H:\MiKTeX app) but check your \texmfs\install is not different. Confirm your path is not too complex (e.g. avoiding accented characters).
Also whilst your there check Settings > General tab and ensure Package installation (for now) is set to Always install. If it's otherwise keep a note of which and you can reset it, if you wish, after you try another Packages Update (and Update DB) and re-compile sequence.
Again whilst your there (in console) check Settings > Directories tab. There should be at least three main central entries for Config, Data & Install, check they look reasonable (if you are in doubt, cut and paste the one below centre for Bin into your question) The Bin should look similar to the above Install but read ...\install\miktex\bin and the Log one should be similar to your data line but end ...\data\miktex\log.