The term shooting star column can have different meanings. Some decorators use the term for a column that conceals a confetti cannon for creating the special effect of shooting confetti over the people walking through the columns. But from your photo I guess that you are referring to a different type of shooting star columns.
The columns shown in your photo are built similarly to the balloon column we feature on our site. To get the curved shape you'll need to bend 1/2 inch conduit to form approximately one-third of an arch. To anchor the column you should use a heavy (about 50 pound) base. So I would advise to use steel boards rather than plywood as we used in our balloon columns base.
And as always, we would love to see a photo of your balloon decoration (it does not have to be from a wedding, pictures from birthday parties or other events are welcome too).