Okay.

Colonism is mainly for the resources i guess.
Also, Denmark owns Southern Sweden and i see that Swedes are now beginning to move to Denmark. Some of them already found a new home in Zealand and Funen. Why doesn't Danes migrate the other way around?
North Germans settled other places than Slesvig as well...
The conquered swedes have most likely been deprived from their work place. Factories as you probably know are made at state level, when you conquer part of a state you may not get some or all of the factories (not sure what effects this). This means that craftsmen and clerks may migrate to Denmark where there are open factory slots. They won't do it the other way round because there are no jobs. You may also get farmers and laborers if the pop was split and someone is left unemployed. The unemployed will always look for work in their own nation first before they go abroad.
Colonialism is good for a few reasons:
Prestige (fastest and most reliable way of gaining large amounts)
Manpower (alot of those colonies in africa have soldier pops)
Labour (unemployed workers in the colonies can help fill your gold mines)
Resources (better to produce a raw material in the colonies if you are short then to buy it off the world market)
Strategic (Get a land border with an enemy, or deprive your enemy of a colony)