How does the webpage (the used template) know the specific JCE styles classes, which are used for columns, e.g. wf-columns, ...?
Is there no need to write those style classes into a custom.css?

If you are using the Generic CSS Framework (you can set the Framework in Editor Profiles -> Plugin Parameters -> Columns), then the styles used are taken from the stylesheet loaded by the JCE System plugin.

If you are using the Bootstrap or Yootheme Framework, then the generic styles are converted into the selected framework styles when the article is saved, and your templates stylesheet is used (and a little bit from the JCE System Plugin for browser compatability)