Generally no, there's one set of lights for each lane. And green circle means "you can go in any direction according to your lane".
There are lights with multiple columns, but they're rare. I can only think of one around here off the top of my head, and that's because it's on my commute home. It's part of a weird six-way intersection where I can take a right either on my green arrow or on the green circle along with the lane to my left going straight (but we share a red). (This is also signed "no right on red", but that's pretty common around here.)
Green arrow means it's a protected turn, i.e. oncoming traffic has a red.