Between 1904 and 1906 Kolig visited the drawing course at the Vienna School of Applied Arts. From 1907 to 1912 he studied at the Vienna Academy of Fine Arts, where he met Sebastian Isepp and Franz Wiegele. In the years that followed, they stayed together in Nötsch. In 1911 Kolig married Wiegele's sister Katharina. In February 1911 he appeared together with Kokoschka, Faistauer, Wiegele, Andersen and Gütersloh in a special exhibition organized by the Hagenbund. Especially he got the attention of Moll and Klimt, who provided him with a travel grant for his further education. In 1912 he went to Paris, where he continued his education and stayed until the outbreak of the World War. Until 1928 he lived in Nötsch again and worked as a professor at the Württemberg Art Academy in Stuttgart. During the war he was employed as a war painter. In 1943 he finally returned to Nötsch, where he lived until his death.