You can have multiple colonies - it's a setting somewhere that defaults to 1, but you can change it during gameplay.
I think the main reasons for moving a whole colony are resources, environment and trade with NPCs, and it's probably more an early-game thing. Harvest the good surface resources, move, and repeat until you're close to a couple good towns. Late game, once you get the deep miner, there's no limit to the materials you can mine, you can send pods to trade pretty long distances, and if you're playing mech, you can probably clean up any pollution you create.