df_test = test_data[test_data.col1 .== "TEST", ["col1", "col3", "col5"]]
or if you prefer to generate column names dynamically
df_test = test_data[test_data.col1 .== "TEST", string.("col", 1:2:5)]
In general data frame indexing has the following form:
source_data_frame[row_selector, column_selector]