Proof: "$\implies$:
Let the column vectors of an $m \times n$ matrix form a linearly dependent set. Then, by hypothesis, there is a vector $\vec{0} \neq \vec{x} = (x_1, \dots, x_n)^t$ such that $\vec{0}=\sum_{i=1}^{n}x_{i}\vec{v}_{i}$.
A column having no pivot is equivalent to a zero column vector.
Choose an $i \in \{1, \dots, n\}$ with $x_{i} \neq 0$. Without loss of generality, let be $i = n$.
Then,
$\vec{0} = \sum_{i=1}^{n}x_{i}\vec{v}_{i} \Rightarrow \vec{v}_{n} = -\left(\frac{1}{x_{n}}\right)\sum_{i=1}^{n - 1}\vec{v}_{i} \Rightarrow \vec{v}_{n} + \left(\frac{1}{x_{n}}\right)\sum_{i=1}^{n - 1}\vec{v}_{i} = \vec{0}$
The last implication implies that a linear combination of column vector can be added to another column vector to yield the zero column vector.
How should I take this further?