In the Z table , I can understand the first 2 columns. The first column is the Z value, the second column is Prob(X<=Z). But what do the remaining columns mean?
All of the columns are probabilities of the sort you mean.
The table is organized so that you can look up your z-values to two decimal places.
For example, to look up the value 1.42, you look down to the "1.4" row, and then across to the "0.02" column, and the value at the intersection is 0.9222, which is the area to the left of 1.42 in a standard normal density.
You can approximately work out the values for an additional figure beyond the third (i.e. beyond the second place after the decimal point) if you use interpolation.
For example, the area to the left of 1.428 is about 0.9222 + 0.8 x (0.9236-0.9222) = 0.9233
If you're old enough to have used log-tables, they're often organized the same way (and frequently with explicit additional information to speed up interpolation).
Look in the third column, fourth row. The column header says $0.01$, and the row header says $0.2$. That means $Z = 0.2 + 0.01 = 0.21$. The value in that cell corresponds to $P(X <= Z)$, as you said, just at a finer level of $Z$s.