If your girlfriend/fiancee is living in Columbia, I would recommend a Fiancee Visa. It is faster than an Immigrant Visa, and your girlfriend's/fiancee's son can get a visa as well as a dependent. After their arrival in the U.S., the two of you should get married in the U.S. and then apply for Green Cards for her and her son.
If your girlfriend/fiancee and her son are already living in the U.S. and if they entered legally, then you can marry her immediately in the U.S. and apply for Green Cards for the two of them.
If you wish to marry your girlfriend/fiancee in Columbia, then you'd have to apply for an Immigrant Visa for her and her son following the marriage.
You have two options. You can file for a fiancee visa, and then your girlfriend and son would be able to come to the US with that visa. You would have to be married within 90 days of her entering the US and then you would be able to file for their green cards. Alternatively, if you are already married, or marry in Colombia, then you can file for the immigrant visa, for both your wife and her son. Then they would both enter the US with their green cards, and no further applications would be filed in the US upon their entry. There are pros and cons to both processes. You should consult with an attorney to determine the best option for you.
Please note that content of this reply does not constitute legal advice or create an Attorney/Client relationship in the absence of an agreement for legal services/retainer with my office. This is just a place to start in deciding what to ask your lawyer.