This is a demo tutorial. While there is no step-by-step commentary available (yet), the live demo below is fully functional. Feel free to open it for full source code.
This demo shows how we can add hit events to CategoryAxis labels, so that we can highlight respective column by applying active state to it.
See the Pen amCharts 4: Highlighting column on axis label click by amCharts team (@amcharts) on CodePen.