Pretty sure he's talking about the mainland colonies from start, and those you grab.
I'm not sure, I keep them colonised for a long time, atleast until they're getting a big population. I ususally have one Migration bonus NF in California (when I grab it) to get that really increased, and when it's a minimum of pops, I state it.
Although, it doesn't take more than 40-50 years until your population boost well in colony and states, so I don't really know how much it affects anything.
If you simply want more population going to your country from the world, then nothing I said would matter It will just spread the population out more even, well.. I think.
Well, if it is the mainland states you can state them as quickly as possible. You will still get a crapload of immigrants to boost your population so no worries! But when it comes to colonies on other continents it's much harder to state them. I have never managed to convince my population to move to the colonies in any larger numbers so. If you do manage to achieve this, make sure that the literacy in the state isn't completely down the shitter so your research points aren't hurt in the process.
What about the generic case? Are there any immigration bonus for colonies? The reason I wonder this is because in my Ottoman game there are like two families living in the oilstate of Dubai. While the families are hardworking people, the vast Ottoman empire cries for more oil!