How do I change the links in my footer columns?

Footer columns are menus too. Go to Settings → Appearance → Layout Settings and open the Menu tab.

1. In Select a menu to edit, choose Footer Menu, Footer Menu 2 or Footer Menu 3. Each is one footer column.
2. Expand a link under Menu Structure to change its Navigation Label or URL, or click Remove.
3. Add new links from Add menu items or the Pages list.
4. Click Save Menu.

Activating a different theme later replaces these footer links with the theme's own. A theme saved under Your Saved Themes doesn't keep them, so note down any custom links before you switch.