In C/C++, multidimensional arrays are actually stored as one dimensional arrays (in the memory). Your 2D matrix is stored as a one dimensional array with row-first ordering. That is why getting a column out of it is not easy, and not provided by default. There is no contiguous array in the memory that you can get a pointer to which represents a column of a multidimensional array. See below:
When you do p=matrix[0], you are just getting the pointer to the first element matrix[0][0], and that makes you think that you got the pointer to first row. Actually, it is a pointer to the entire contiguous array that holds matrix, as follows:
matrix[0][0]
matrix[0][1]
matrix[0][2]
.
.
matrix[1][0]
matrix[1][1]
matrix[1][2]
.
.
matrix[8][0]
matrix[8][1]
matrix[8][2]
.
.
matrix[8][8]
As seen above, the elements of any given column are separated by other elements in the corresponding rows.
So, as a side note, with pointer p, you can walk through the entire 81 elements of your matrix if you wanted to.