From the interior of Sardinia to central Germany and Ireland, there is a lot of land that is uncolonized and seemingly empty on the political view. They do, however, have pops with their own religions and cultures. Colonization and Settling are two ways countries can take control of these lands.
Colonization
As long as you have an adjacent city of at least 10 pops you can send one of these pops into an uncolonized location and this pop will claim it for their home country at the same cost as the one you pay for moving pops inside your own lands. This will turn the uncolonized location to a city under your control, but it will not change the culture, religion or type of any of the pre-existing pops.
Settling
Tribal chiefdoms have the ability to turn all pops (up to 20) in a city into migration units, for a cost of 100 Oratory power. These Light Infantry units can settle in any uncolonized location as long as they outnumber the existing pops. When settled, they always turn into Tribesmen. Like colonization, all pre-existing pops are kept with their culture, religion, and types.
Migration units do not require military access to cross borders, and enjoy reduced attrition. Settling also works with foreign land a tribe currently controls in a war.
Outcome
After colonization your new land works somewhat like occupied land. The local Civilization rating will now gravitate towards your country value, making it more suitable for your freemen and citizens, but most likely making the original population of tribesmen quite unhappy.
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