Well, there are several types. For example, the Dyson sphere - although more of a theoretical mega - structure. It's a sphere built around a star to capture its energy. There are also free - floating colonies that don't orbit a specific planet or moon but are out in space. And let's not forget asteroid - based colonies. They can mine the asteroids for valuable resources and build habitats within or on the asteroids.
One common type in science fiction is the domed colony. This is usually on a planet or moon with an uninhabitable atmosphere. The dome protects the inhabitants from the harsh environment outside. There are also underwater colonies in science fiction, especially on planets like Europa which is thought to have large oceans under its icy crust. These colonies would need to deal with the high pressure and cold water. Another type could be the generation ship colonies. These are huge ships that travel through space for generations, and are basically self - sufficient colonies on their own.
In science fiction, there are orbital space colonies. These are often large structures like O'Neill cylinders that rotate to create artificial gravity. Another type is lunar colonies, which are based on the Moon. They can use the Moon's resources like minerals. Then there are Martian colonies, which are on Mars. These colonies might have to deal with the planet's thin atmosphere and extreme cold.