Just to give you some ideas to research ...
Great Britain has the most colonies of any Power. I don't know whether Austrailia and New Zealand should be considered colonies at this time, or looked at separately as Dominions; but the ANZAC corps famously lost thousands in the fiece and futile fighting at Gallipoli. Of course Britain also employed many fighters from India, including the famous Ghurkas (India/Nepa).
France had many soldiers from West Africa fighting on the Western front. Though not well-known in today's USA, these troops fought bravely and effectively for France.
I don't know what colonial troops the Central Powers might have employed; but if Germany and Austria-Hungary had none, you can certainly look to the Ottoman Empire and the fighting along its perifery, for vast numbers of Ottoman subjects could be considered as having been colonized or conquered by the Turks long before the war began.