He studied at the Vienna School of Arts and Crafts with Oscar Kokoschka in 1904–1907, then from 1907 he continued his studies at the Academy of Fine Arts in Vienna under the guidance of Heinrich Lefler and Alois Delug.
In 1911, the work presented by him at the exhibition attracted the attention of specialists who awarded Kolig a scholarship and organized a trip to France.
Kolig was a teacher, a professor in at the State Academy of Fine Arts Stuttgart, from 1928 to 1943.
In 1944, he was seriously injured as a result of Allied bombing in World War II.
He spent the last years of his life in Nötsch im Gailtal, where he died on 17 May 1950.