"The main sewer pipe goes along the wall and in front of 2 of our windows.
Can this be moved?"

Probably at he rather large expense of cutting into the basement floor.
It would hings on how deep the houses main line to the street is if the pipes can even be moved down.

"Also, can lally columns be moved?""

You would need an engineer to perform the calculations to move a column.
It might require a larger beam depending on loading.

Yes and yes! I did both in my basement and was well worth the effort.