There's really not an ideal place to discuss Columbus Day in the Class of Nonviolence, although it fits best in lesson 7, where we generally talk about war. Instead, take advantage of the day itself to discuss alternative views of Columbus. Several good books that can be added to a library or curriculum are:
Lies My Teacher Told Me About Christopher Columbus: What Your History Books Got Wrong, by James W. Loewen. This colorful 32" x 21" poster includes artwork and writings from primary sources on the early history of the Americas, perspectives of people who were here first, and analysis of historical myths.
Lies My Teacher Told Me: Everything Your American History Textbook Got Wrong, also by James W. Loewen, covers both the arrival of Columbus and the first Thanksgiving.
Rethinking Columbus: The Next 500 Years, Edited by Bill Bigelow and Bob Peterson. More than 90 essays, poems, interviews, historical vignettes, and lesson plans reevaluate the myth of Columbus and issues of indigenous rights. Rethinking Columbus is packed with useful teaching ideas for kindergarten through college.