Microsoft Column Store Database? Using Microsoft technologies/products is it possible to create a column store database with column family sets, where each row being able to have a different number and type of columns (a different column family).
It sounds like what you're looking for is a "non-relational database," often called a document or NoSQL database.  Amazon defines that here:

What is a document database


  A document database is a type of nonrelational database that is designed to store semistructured data as documents. 


Microsoft has a cloud based product called Azure Cosmos DB, which you can read about here:

Introduction to Azure Cosmos DB


  Keeping database schema and indexes in-sync with an application’s schema is especially painful for globally distributed apps. However, with Cosmos DB, you do not need to deal with schemas or indexes. The database engine is fully schema-agnostic.


Microsoft doesn't offer an on-premises version of this product.

SQL Server also has json and XML data types. You could serialize objects with this loosely structured format and store it in a column of this type, but the preferred approach would be to use Cosmos DB or another document database like mongodb or ravendb.