Boxes can be tack-welded to steel columns. They can be used with powder actuated tools using shots designed to penetrate steel, or the old fashioned way of drilling through and using a nut and bolt combination.
I would have to dig through some old photos but we would use a stud welder to weld studs directly to the steel. If needed then build it out with a rod coupling so that the area behind the box can be fireproofed.
I-beam or box? On top of what others have said, you can also use a beam clamp on I-beams, or if it’s a box column, pre-drill and use a self tapping screw.