More precisely, of a city. The headword is simply a Greek transliteration of the Latin word colonia.
As such it is probably generic, as LSJ s.v. implies, though in addition many specific places of (or beginning with) this name are attested.
Arguably the best-known is in western Cappadocia: originally Garsaura, then Colonia Claudia Archelais, and hence Koloneia; see Barrington Atlas map 63 grid E4. There was also a Koloneia in Pontos, NE of Dasteira and Nikopolis, and this was probably also a variant name of Sinis/Siniskolon, near Melitene in eastern Cappadocia.
Byzantine lexicography may have been less familiar with the numerous instances in the West, such as Colonia Claudia Ara Agrippinensium (present-day Cologne).
See also alpha 4084, beta 152.