Gail Shaw gives us an introduction to columnstore indexes:
Columnstores are… different.
The first, and I would say most important thing to realise about columnstore indexes is that they don’t have keys. These are not seekable indexes. Any access to a columnstore index is going to be a scan.
Instead of storing the rows together on a page, a columnstore index instead stores column values together. The rows in the table are divided into chunks of max a million rows, called a row group, and the columns are then stored separately, in what are called segments. A segment will only ever contain one column’s values.
Read the whole thing.