ENH: Add columns argument to read_feather() (#24025)
- [x] closes #24025
- [x] tests added / ~~passed~~
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

I have added test case but when running 
```
pytest pandas/tests/io/test_feather.py
```
test cases (including some of already existing test cases) fails with error 
```
NotImplementedError: > 1 ndim Categorical are not supported at this time
```

let me know if this is expected or I'm missing something