The way to select a column in Sublime Text on Windows is by using
This is because on certain Intel graphic cards, there are the hotkeys to trigger certain functions of the graphic card, for example being the functions to flip and rotate the screen (this is handy for instance if you want to work with your screen physically rotated to be in portrait rather than landscape mode and you’d obviously want to render the desktop accordingly). The keys to select a text column in Sublime Text happens to be taken by the hotkey for flipping the screen by the graphic card.
To disable this key combination being hijacked by the graphic card, you can either customize the graphic card to use a different key combination (Ctrl+Alt+F12 > Options) or disable the hotkeys for graphic functions altogether (Ctrl+Alt+F12 > Options > Uncheck “Enable Hot Keys”)