You have to create a rotated column in the family editor. I think in 7.0 you might be able to rotate it. But i know you can open the column family, select everything and rotate it. You may need to do some cleanup and add a height parameter since it will no longer be associated with the levels.
Another, maybe better way is to use sloped ref. planes and set them as your work plane then create a structural beam family, it will go on the slope when placed