What is the easiest way to take two columns of data and convert to dictionary?

The best approach to take, is to populate a variant array with the data from the worksheet. You can then loop through the array, assigning the elements of the first array column as the dictionary key; the elements of the second array column can then be used as the value.

The lrow function is used to find the last populated row from column A - allowing the code to create a dynamically sized array and dictionary.

To enable use of dictionaries within VBA, you will need to go to Tools -> References and then enable Microsoft Scripting Runtime.

Sub createDictionary()
    Dim dict As Scripting.Dictionary
    Dim arrData() As Variant
    Dim i as Long

    arrData = Range("A1", Cells(lrow(1), 2))
    set dict = new Scripting.Dictionary        

    For i = LBound(arrData, 1) To UBound(arrData, 1)
        dict(arrData(i, 1)) = arrData(i, 2)
    Next i
End Sub

Function lrow(ByVal colNum As Long) As Long
    lrow = Cells(Rows.Count, 1).End(xlUp).Row
End Function

You would need to loop, E.g.

Function CreateDictFromColumns(sheet As String, keyCol As String, valCol As String) As Dictionary
    Set CreateDictFromColumns = New Dictionary
    Dim rng As Range: Set rng = Sheets(sheet).Range(keyCol & ":" & valCol)
    Dim i As Long
    Dim lastCol As Long '// for non-adjacent ("A:ZZ")
    lastCol = rng.Columns.Count
    For i = 1 To rng.Rows.Count
        If (rng(i, 1).Value = "") Then Exit Function
        CreateDictFromColumns.Add rng(i, 1).Value, rng(i, lastCol).Value
    Next
End Function

This breaks on the first empty key value cell.

I think it'd be best form to pass two ranges to a create dictionary function. This allows for the ranges to be completely separate, even different workbooks. It also allows for a 1D range to be mapped to a 2D range as demonstrated below.

Alternatively, you could also pass two arrays of range values. That may be cleaner for 1D ranges, but would result in slightly more code for 2D mapping. Notice that range elements can be looped through left to right top to bottom by index. You can use Application.Transpose(Range("A1:A5")) to effectively run top to bottom left to right.

Jagged Mapping

Sub Test()
    RangeToDict Sheets(1).Range("A1:A5"), Sheets(2).Range("C1:E2")
End Sub

Function RangeToDict(ByVal KeyRng As Range, ByVal ValRng As Range) As Dictionary
    Set RangeToDict = New Dictionary
    For Each r In KeyRng
        vi = vi + 1
        'It may not be advisable to handle empty key values this way
        'The handling of empty values and #N/A/Error values 
        'Depends on your exact usage
        If r.Value2 <> "" Then
            RangeToDict.Add r.Value2, ValRng(vi)
            Debug.Print r.Value2 & ", " & ValRng(vi)
        End If
    Next
End Function

Side-By-Side (As Range)

If your target range is a single 2 column range side by side, you can simplify to passing a single range as shown below. Consequently, this also works for mapping every other element in a 1 dimensional range.

Sub Test()
    RangeToDict2 Range("A1:B5")
End Sub
Function RangeToDict2(ByVal R As Range) As Dictionary
    Set RangeToDict2 = New Dictionary
    i = 1
    Do Until i >= (R.Rows.Count * R.Columns.Count)
        RangeToDict2.Add R(i), R(i + 1)
        Debug.Print R(i) & ", " & R(i + 1)
        i = i + 2
    Loop
End Function

Two Columns (As Array)

Lastly, as an example of passing arrays as arguments, you could do something like the following. However, the following code will only work given the OP's specific scenario of mapping two columns. As is, it won't handle mapping rows or alternating elements.

Sub Test()
    Dim Keys() As Variant: Keys = Range("E1:I1").Value2
    Dim Values() As Variant: Values = Range("E3:I3").Value2
    RangeToDict Keys, Values
End Sub
Function RangeToDict(Keys() As Variant, Values() As Variant) As Dictionary
    Set RangeToDict = New Dictionary
    For i = 1 To UBound(Keys)
        RangeToDict.Add Keys(i, 1), Values(i, 1)
        Debug.Print Keys(i, 1) & ", " & Values(i, 1)
    Next
End Function

Use of Named Ranges

It may be convenient to used named ranges, in which case you can pass a Range as an argument likes this...

Sub Test()
    RangeToDict Names("Keys").RefersToRange, Names("Values").RefersToRange
End Sub