The Center for Undergraduate Engagement provides basic visa advice for study abroad candidates. Whether you need a visa to visit a third country almost always depends on your nationality, not your status as a student in the U.S. You will have to look at the website of the embassy of the country you wish to visit to see their requirements for visitors. Columbia is conveniently located in New York City where you can easily visit the consulates from around the world if you do need to apply for a visitor visa.