The utilization of cold-formed thin-walled members as structural members has gained significant popularity due to their advantages in fabrication, cost-effectiveness, and transportation convenience. However, the reduced thickness of the used sections poses challenges such as global, local, and distortional member buckling, leading to a decrease in their axial strength. This study focuses on addressing these challenges by connecting the channels together using screws as an alternative to welding, considering the cost, time, and ease of implementation. Conducting finite element analysis on structural columns built-up from cold-formed double C steel channels and subjected to axial loads, this paper verifies the numerical models used against experimental tests known from the literature. A comparison of experimental results with nonlinear FEA and AISI & AS/NZ standards reveals commendable agreement, particularly in predicting the buckling behavior of the built-up I-shaped CFS columns. While the results of the finite element analysis show an overestimation of approximately 3.6% compared to the experimental tests, the AISI and AS/NZS standards demonstrate a conservatism of about 3.0%. Furthermore, the current study investigates the influence of screw spacing on axial strength of built-up cold-formed steel columns. The findings are derived from 175 finite element experiments, evaluating seven different cross-sectional profiles with twelve distinct screw spacings. These spacings correspond to the half-wavelength of local, distortional, and global buckling, divided by values ranging from one to four. The screw spacing determined by half the local buckling half-wavelength along the webs’ centerline resulted in enhancements of 22%, 7%, 13%, and 11% in the critical elastic local, distortional, and global column buckling loads, as well as the nominal axial strength, respectively. These increases were even more pronounced for double-lane fasteners with the same spacing, yielding improvements of 25%, 46%, 17%, and 12%, respectively. For economic considerations, it is advisable to utilize single-lane fasteners with a half-wavelength equal to half the local buckling half-wavelength.