It means they (all the citizens) began a migration into / to a colony. Here is another example, ボストンへの旅をしたい。Bosuton e no tabi wo shitai. = I want to take a trip to Boston. "Boston e no tabi" = "a trip to boston". Of course, you could always say ボストンに旅したい。too. :"Boston e no" is acting and adjective (although in English we would call it a prepositional phrase) here though. That is, it modifies the noun that comes after it. You can see this in Japanese advertisements with the word から (kara) as well. For instance, アメリカからのパソコン (Amerika kara no pasukon) which means "computers from America." Hope that helps. :)